+30.7%
HD vs DRI
+68.2%
-37.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +1.5% | +1.1% | +0.5% | +1.2% |
| 30D | +18.0% | +9.7% | +8.3% | +14.9% |
| 3M | +2.8% | +3.2% | -0.4% | +1.7% |
| 6M | +17.0% | +20.6% | -3.6% | +10.5% |
| YTD | +3.5% | +28.3% | -24.7% | -4.2% |
| 1Y | -2.6% | +34.5% | -37.1% | -11.1% |
| 3Y | +30.7% | +66.5% | -35.8% | +6.0% |
| All | +30.7% | +68.2% | -37.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling