+47.7%
HAS vs DRI
+78.6%
-30.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +26.3% | +9.7% | +16.6% | +22.3% |
| 3M | +25.6% | +3.2% | +22.4% | +23.9% |
| 6M | +30.3% | +20.6% | +9.7% | +21.0% |
| YTD | +50.4% | +28.3% | +22.1% | +35.5% |
| 1Y | +57.7% | +34.5% | +23.2% | +39.5% |
| 3Y | +213.4% | +66.5% | +146.8% | +149.8% |
| All | +47.7% | +78.6% | -30.9% | +10.1% |
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