+66.7%
DRI vs HIG
+95.7%
-29.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -0.7% | -0.7% | -0.1% | -0.5% |
| 30D | +14.7% | +5.4% | +9.3% | +12.5% |
| 3M | +5.4% | -0.9% | +6.4% | +5.7% |
| 6M | +18.8% | +4.8% | +14.0% | +16.3% |
| YTD | +28.4% | +0.9% | +27.5% | +27.3% |
| 1Y | +37.7% | +6.5% | +31.2% | +33.5% |
| All | +66.7% | +95.7% | -29.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling