-25.3%
HDB vs DRI
+74.0%
-99.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +13.3% | +2.8% | +10.5% | +12.5% |
| 30D | +13.6% | +13.3% | +0.3% | +9.6% |
| 3M | +5.8% | +8.2% | -2.4% | +3.2% |
| 6M | -1.9% | +17.5% | -19.5% | -6.7% |
| YTD | -31.2% | +26.9% | -58.1% | -36.2% |
| 1Y | -29.6% | +31.6% | -61.1% | -35.5% |
| 3Y | -10.1% | +67.0% | -77.1% | -26.2% |
| All | -25.3% | +74.0% | -99.4% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling