+120.1%
DRAM vs HDB
-8.4%
+128.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.0% |
| 7D | +11.0% | -2.0% | +13.0% | +11.4% |
| 30D | +20.8% | -4.9% | +25.6% | +22.2% |
| 3M | +1.0% | -2.3% | +3.3% | -1.1% |
| All | +120.1% | -8.4% | +128.5% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · Available span rolling