+208.5%
HD vs DRI
+363.5%
-155.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -9.6% |
| 3M | +4.3% | +13.0% | -8.7% | +0.2% |
| 6M | -11.1% | +8.3% | -19.4% | -13.6% |
| YTD | -4.7% | +20.6% | -25.3% | -10.7% |
| 1Y | -19.8% | +6.5% | -26.3% | -22.1% |
| 3Y | +4.1% | +53.7% | -49.6% | -11.1% |
| 5Y | +10.3% | +72.7% | -62.4% | -10.4% |
| All | +208.5% | +363.5% | -155.0% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling