-4.6%
HD vs DRI
+34.0%
-38.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.1% | +1.4% | +4.4% |
| 7D | +11.9% | +6.5% | +5.4% | +9.3% |
| 30D | +26.4% | +16.4% | +10.0% | +19.7% |
| 3M | +2.8% | +13.6% | -10.8% | -2.3% |
| 6M | +15.5% | +22.0% | -6.5% | +6.8% |
| YTD | +5.5% | +29.3% | -23.8% | -7.5% |
| 1Y | -4.6% | +32.0% | -36.6% | -17.6% |
| All | -4.6% | +34.0% | -38.6% | -17.6% |
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 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