+1,665.0%
HAS vs DRI
+7,978.2%
-6,313.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | +31.0% | +13.3% | +17.8% | +26.4% |
| 3M | +30.7% | +8.2% | +22.5% | +27.4% |
| 6M | +23.9% | +17.5% | +6.4% | +17.6% |
| YTD | +48.3% | +26.9% | +21.4% | +37.3% |
| 1Y | +60.2% | +31.6% | +28.7% | +46.7% |
| 3Y | +189.2% | +67.0% | +122.3% | +144.5% |
| 5Y | +50.4% | +72.9% | -22.5% | +24.7% |
| 10Y | +104.2% | +371.3% | -267.1% | +20.4% |
| All | +1,665.0% | +7,978.2% | -6,313.2% | +485.6% |
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