-23.6%
DRAM vs HAL
-0.9%
-22.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.4% | +6.2% |
| 7D | -18.2% | -12.0% | -6.2% | -16.0% |
| 30D | -34.5% | +0.3% | -34.8% | -32.7% |
| 3M | -23.6% | -1.6% | -22.0% | -19.9% |
| All | -23.6% | -0.9% | -22.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 3mo: compounded portfolio wealth divided by compounded HAL 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…
3mo analysis · Full analysis span regression · Available span rolling