+52.7%
DRAM vs HCA
+6.5%
+46.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -3.1% |
| 7D | +7.9% | +0.8% | +7.1% | +8.3% |
| 30D | -15.4% | +6.1% | -21.5% | -12.1% |
| 3M | -25.5% | +21.4% | -47.0% | -15.5% |
| 6M | -22.3% | +17.2% | -39.4% | +3.2% |
| All | +52.7% | +6.5% | +46.3% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling