+1,425.1%
DRI vs HBM
+471.0%
+954.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | 0.0% |
| 7D | +4.2% | +2.4% | +1.8% | +3.8% |
| 30D | +15.7% | -16.0% | +31.6% | +18.1% |
| 3M | +5.8% | -21.3% | +27.1% | +8.6% |
| 6M | +18.4% | -12.2% | +30.7% | +18.4% |
| YTD | +28.2% | +10.7% | +17.5% | +22.6% |
| 1Y | +35.9% | +30.3% | +5.6% | +26.8% |
| 3Y | +67.7% | +432.2% | -364.5% | +22.6% |
| 5Y | +77.9% | +218.8% | -140.9% | +34.7% |
| 10Y | +338.7% | +281.4% | +57.3% | +176.7% |
| All | +1,425.1% | +471.0% | +954.1% | +759.8% |
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