+100.5%
HAS vs DRI
+367.2%
-266.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.2% | +2.8% | -3.0% | -1.2% |
| 30D | +31.0% | +13.3% | +17.8% | +25.3% |
| 3M | +30.7% | +8.2% | +22.5% | +26.5% |
| 6M | +23.9% | +17.5% | +6.4% | +16.0% |
| YTD | +48.3% | +26.9% | +21.4% | +34.3% |
| 1Y | +60.2% | +31.6% | +28.7% | +43.0% |
| 3Y | +189.2% | +67.0% | +122.3% | +132.3% |
| 5Y | +50.4% | +72.9% | -22.5% | +17.4% |
| All | +100.5% | +367.2% | -266.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling