+52.7%
DRAM vs HBM
+3.9%
+48.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.9% |
| 7D | +7.9% | +2.2% | +5.7% | +5.7% |
| 30D | -15.4% | -11.8% | -3.6% | -5.2% |
| 3M | -25.5% | -19.2% | -6.3% | -11.3% |
| 6M | -22.3% | -22.9% | +0.6% | -5.9% |
| All | +52.7% | +3.9% | +48.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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