+41.5%
DRAM vs HTZ
-67.5%
+109.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.4% | +14.5% | +7.1% |
| 7D | -18.2% | -14.6% | -3.6% | -16.0% |
| 30D | -34.5% | -20.8% | -13.8% | -32.5% |
| 3M | -23.6% | -18.8% | -4.8% | -21.9% |
| 6M | -19.3% | -74.7% | +55.4% | -5.3% |
| All | +41.5% | -67.5% | +109.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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