+50.6%
HAS vs DRI
+78.4%
-27.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +3.3% | +4.2% | -1.0% | +1.8% |
| 30D | +30.5% | +15.7% | +14.9% | +24.1% |
| 3M | +29.9% | +5.8% | +24.1% | +26.9% |
| 6M | +26.5% | +18.4% | +8.1% | +18.3% |
| YTD | +51.9% | +28.2% | +23.7% | +37.0% |
| 1Y | +60.9% | +35.9% | +25.0% | +41.8% |
| 3Y | +215.0% | +67.7% | +147.2% | +150.4% |
| All | +50.6% | +78.4% | -27.8% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling