+46.4%
DRAM vs HIG
+3.3%
+43.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | +1.2% |
| 7D | -14.7% | +2.1% | -16.8% | -11.2% |
| 30D | -28.9% | +6.7% | -35.7% | -18.9% |
| 3M | -18.1% | -1.9% | -16.1% | -19.7% |
| 6M | -23.0% | +5.3% | -28.4% | -7.8% |
| All | +46.4% | +3.3% | +43.1% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling