+62.5%
DRAM vs HCA
+9.0%
+53.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.3% | -15.6% | +0.8% |
| 7D | -16.6% | +10.2% | -26.9% | -11.2% |
| 30D | -26.9% | +17.4% | -44.3% | -19.0% |
| 3M | -17.8% | +27.7% | -45.5% | -3.5% |
| 6M | +6.2% | +20.0% | -13.8% | +42.9% |
| All | +62.5% | +9.0% | +53.5% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling