+57.1%
DRI vs HIG
+99.1%
-42.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.1% |
| 7D | -1.2% | -1.1% | -0.2% | -0.8% |
| 30D | -0.4% | -4.9% | +4.5% | +1.4% |
| 3M | +9.5% | +6.8% | +2.7% | +6.5% |
| 6M | +6.5% | -1.7% | +8.1% | +6.8% |
| YTD | +18.4% | -0.2% | +18.6% | +18.0% |
| 1Y | +4.2% | +5.7% | -1.5% | +1.2% |
| 3Y | +57.1% | +100.3% | -43.2% | +15.7% |
| All | +57.1% | +99.1% | -42.0% | +15.7% |
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