+1,426.9%
DRI vs HBM
+470.7%
+956.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.7% | -1.3% | +0.5% | -0.6% |
| 30D | +14.7% | -14.8% | +29.5% | +16.9% |
| 3M | +5.4% | -20.7% | +26.1% | +8.2% |
| 6M | +18.8% | -13.9% | +32.7% | +19.2% |
| YTD | +28.4% | +10.6% | +17.7% | +22.8% |
| 1Y | +37.7% | +32.4% | +5.3% | +28.1% |
| 3Y | +68.0% | +432.0% | -364.0% | +22.7% |
| 5Y | +78.8% | +205.5% | -126.7% | +36.3% |
| 10Y | +334.2% | +291.1% | +43.0% | +173.2% |
| All | +1,426.9% | +470.7% | +956.2% | +760.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling