-31.1%
DRAM vs HDB
+3.4%
-34.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +1.5% | -19.5% | -17.5% |
| 7D | -28.5% | +13.3% | -41.8% | -26.8% |
| 30D | -37.8% | +10.2% | -48.0% | -36.9% |
| 3M | -31.1% | +3.6% | -34.7% | -31.8% |
| All | -31.1% | +3.4% | -34.5% | -31.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling