+57.3%
DRAM vs HRB
+62.0%
-4.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -3.0% |
| 7D | +18.0% | -7.8% | +25.7% | +12.7% |
| 30D | -17.4% | +15.7% | -33.1% | -9.0% |
| 3M | -20.3% | -5.5% | -14.8% | -21.2% |
| 6M | -14.9% | +41.1% | -56.0% | +13.9% |
| All | +57.3% | +62.0% | -4.7% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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