+6,641.9%
HD vs DRI
+8,060.6%
-1,418.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.2% | +4.2% | +1.0% | +3.8% |
| 30D | +20.7% | +15.7% | +5.0% | +15.2% |
| 3M | +0.8% | +5.8% | -5.0% | -1.2% |
| 6M | +12.2% | +18.4% | -6.2% | +5.9% |
| YTD | +4.2% | +28.2% | -24.0% | -4.6% |
| 1Y | -2.6% | +35.9% | -38.5% | -12.5% |
| 3Y | +30.0% | +67.7% | -37.7% | +7.0% |
| 5Y | +8.1% | +77.9% | -69.8% | -13.7% |
| 10Y | +247.2% | +338.7% | -91.5% | +82.9% |
| All | +6,641.9% | +8,060.6% | -1,418.7% | +1,241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling