-31.1%
DRAM vs HST
-0.2%
-30.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -5.7% | -12.3% | -13.5% |
| 7D | -28.5% | -4.2% | -24.3% | -24.9% |
| 30D | -37.8% | +9.6% | -47.4% | -36.7% |
| 3M | -31.1% | -1.1% | -30.0% | -25.3% |
| All | -31.1% | -0.2% | -30.9% | -25.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling