+3,769.4%
HDB vs DRI
+2,088.1%
+1,681.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.4% | +0.6% | -0.1% | +0.2% |
| 30D | -2.8% | +3.8% | -6.7% | -4.1% |
| 3M | -3.5% | +13.0% | -16.5% | -7.6% |
| 6M | -24.7% | +8.3% | -33.0% | -27.0% |
| YTD | -36.6% | +20.6% | -57.2% | -40.9% |
| 1Y | -34.4% | +6.5% | -40.8% | -36.5% |
| 3Y | -24.4% | +53.7% | -78.1% | -36.7% |
| 5Y | -35.4% | +72.7% | -108.0% | -48.9% |
| 10Y | +39.5% | +363.2% | -323.6% | -32.9% |
| All | +3,769.4% | +2,088.1% | +1,681.3% | +883.7% |
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 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