-19.8%
HD vs DRI
+6.9%
-26.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | -8.4% | +3.8% | -12.3% | -9.7% |
| 3M | +4.3% | +13.0% | -8.7% | +0.2% |
| 6M | -11.1% | +8.3% | -19.4% | -13.9% |
| YTD | -4.7% | +20.6% | -25.3% | -10.8% |
| 1Y | -19.8% | +6.5% | -26.3% | -26.1% |
| All | -19.8% | +6.9% | -26.8% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling