+120.1%
DRAM vs HL
+13.8%
+106.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +3.1% |
| 7D | +11.0% | +7.1% | +3.9% | +5.3% |
| 30D | +20.8% | +21.4% | -0.7% | +2.8% |
| 3M | +1.0% | +37.4% | -36.5% | -22.8% |
| All | +120.1% | +13.8% | +106.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 5y: compounded portfolio wealth divided by compounded HL 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…
5y analysis · Full analysis span regression · Available span rolling