-22.3%
DRAM vs HUM
+51.5%
-73.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | +7.9% | +3.7% | +4.2% | +7.1% |
| 30D | -15.4% | +5.5% | -20.9% | -16.5% |
| 3M | -25.5% | +17.1% | -42.7% | -27.4% |
| 6M | -22.3% | +48.3% | -70.5% | -18.9% |
| All | -22.3% | +51.5% | -73.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 6mo: compounded portfolio wealth divided by compounded HUM 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…
6mo analysis · Full analysis span regression · 6 months rolling