-34.4%
HDB vs DRI
+6.9%
-41.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.4% | +0.6% | -0.1% | +0.3% |
| 30D | -2.8% | +3.8% | -6.7% | -3.5% |
| 3M | -3.5% | +13.0% | -16.5% | -5.4% |
| 6M | -24.7% | +8.3% | -33.0% | -26.0% |
| YTD | -36.6% | +20.6% | -57.2% | -37.3% |
| 1Y | -34.4% | +6.5% | -40.8% | -34.4% |
| All | -34.4% | +6.9% | -41.3% | -34.4% |
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