+1,273.4%
HAS vs DRI
+7,577.6%
-6,304.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | +2.3% | +3.8% | -1.6% | +1.0% |
| 3M | +10.4% | +13.0% | -2.6% | +6.3% |
| 6M | -3.2% | +8.3% | -11.5% | -5.9% |
| YTD | +15.4% | +20.6% | -5.2% | +8.6% |
| 1Y | +18.8% | +6.5% | +12.3% | +15.6% |
| 3Y | +43.9% | +53.7% | -9.8% | +24.7% |
| 5Y | +13.9% | +72.7% | -58.8% | -5.5% |
| 10Y | +56.4% | +363.2% | -306.7% | -7.1% |
| All | +1,273.4% | +7,577.6% | -6,304.2% | +363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling