+57.3%
DRAM vs HLT
+23.0%
+34.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.6% |
| 7D | +18.0% | +0.8% | +17.1% | +17.8% |
| 30D | -17.4% | +13.1% | -30.5% | -18.0% |
| 3M | -20.3% | +15.6% | -35.9% | -21.2% |
| 6M | -14.9% | +19.0% | -33.9% | -16.9% |
| All | +57.3% | +23.0% | +34.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 all: compounded portfolio wealth divided by compounded HLT 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…
all analysis · Full analysis span regression · 6 months rolling