+61.3%
HDB vs DRI
+370.8%
-309.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | +13.7% | +3.1% | +10.6% | +12.9% |
| 30D | +15.8% | +16.2% | -0.4% | +11.8% |
| 3M | +9.2% | +8.4% | +0.9% | +7.0% |
| 6M | +3.2% | +19.0% | -15.8% | -1.3% |
| YTD | -29.4% | +28.8% | -58.2% | -33.9% |
| 1Y | -27.9% | +33.1% | -61.1% | -33.1% |
| 3Y | -5.9% | +70.8% | -76.6% | -18.9% |
| 5Y | -23.5% | +74.2% | -97.7% | -35.3% |
| 10Y | +61.3% | +345.5% | -284.2% | +17.1% |
| All | +61.3% | +370.8% | -309.4% | +17.1% |
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