+28.1%
HAS vs DRI
+21.0%
+7.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.6% |
| 7D | 0.0% | +3.7% | -3.7% | -0.5% |
| 30D | +31.3% | +13.5% | +17.8% | +29.6% |
| 3M | +32.1% | +10.4% | +21.7% | +30.4% |
| 6M | +28.1% | +19.5% | +8.7% | +27.5% |
| All | +28.1% | +21.0% | +7.2% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling