+62.5%
DRAM vs HST
+44.4%
+18.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -6.0% |
| 7D | -16.6% | +3.3% | -20.0% | -18.2% |
| 30D | -26.9% | +16.4% | -43.2% | -33.1% |
| 3M | -17.8% | +5.5% | -23.3% | -19.3% |
| 6M | +6.2% | +31.1% | -24.9% | -20.3% |
| All | +62.5% | +44.4% | +18.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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 · 6 months rolling