+31.7%
HD vs DRI
+68.4%
-36.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -1.2% | -0.7% | -0.4% | -0.9% |
| 30D | +20.9% | +14.7% | +6.2% | +16.2% |
| 3M | -0.2% | +5.4% | -5.6% | -1.9% |
| 6M | +14.5% | +18.8% | -4.3% | +8.6% |
| YTD | +4.3% | +28.4% | -24.1% | -3.5% |
| 1Y | -3.5% | +37.7% | -41.1% | -12.4% |
| All | +31.7% | +68.4% | -36.6% | +6.8% |
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