+33.7%
HDB vs DRI
+348.4%
-314.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.4% |
| 7D | -4.9% | -4.8% | 0.0% | -3.7% |
| 30D | -5.8% | -3.9% | -1.9% | -5.0% |
| 3M | -5.2% | +5.1% | -10.3% | -6.4% |
| 6M | -25.7% | +5.5% | -31.2% | -26.8% |
| YTD | -39.6% | +16.5% | -56.0% | -42.0% |
| 1Y | -36.9% | +2.0% | -38.9% | -37.7% |
| 3Y | -29.7% | +54.5% | -84.2% | -38.0% |
| 5Y | -37.8% | +66.6% | -104.4% | -46.8% |
| 10Y | +33.7% | +353.6% | -319.9% | -9.8% |
| All | +33.7% | +348.4% | -314.7% | -9.8% |
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 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