+115.0%
DRAM vs HIG
+3.7%
+111.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +4.4% |
| 7D | +6.9% | +0.3% | +6.6% | +7.7% |
| 30D | +11.1% | -3.2% | +14.3% | +5.7% |
| 3M | -9.1% | +9.1% | -18.3% | +10.1% |
| All | +115.0% | +3.7% | +111.3% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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 · Available span rolling