+41.5%
DRAM vs HDB
+2.4%
+39.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +6.0% |
| 7D | -18.2% | +13.3% | -31.5% | -19.4% |
| 30D | -34.5% | +13.6% | -48.1% | -35.8% |
| 3M | -23.6% | +5.8% | -29.4% | -23.5% |
| 6M | -19.3% | -1.9% | -17.4% | -17.9% |
| All | +41.5% | +2.4% | +39.1% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling