-29.5%
HDB vs DRI
+36.6%
-66.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +13.0% | +10.8% | +2.1% | +10.2% |
| 3M | +11.3% | +0.9% | +10.3% | +10.4% |
| 6M | +6.9% | +16.3% | -9.4% | +3.0% |
| YTD | -29.6% | +27.8% | -57.4% | -31.1% |
| 1Y | -29.5% | +33.9% | -63.4% | -31.9% |
| All | -29.5% | +36.6% | -66.2% | -31.9% |
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