+4,236.8%
HDB vs DRI
+2,225.7%
+2,011.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +12.7% | +4.2% | +8.5% | +11.2% |
| 30D | +16.6% | +15.7% | +0.9% | +11.1% |
| 3M | +10.8% | +5.8% | +5.0% | +8.5% |
| 6M | +3.8% | +18.4% | -14.6% | -2.3% |
| YTD | -28.9% | +28.2% | -57.1% | -35.2% |
| 1Y | -28.0% | +35.9% | -63.9% | -35.7% |
| 3Y | -7.2% | +67.7% | -74.9% | -24.6% |
| 5Y | -22.2% | +77.9% | -100.1% | -39.0% |
| 10Y | +63.6% | +338.7% | -275.1% | -19.2% |
| All | +4,236.8% | +2,225.7% | +2,011.1% | +979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling