+62.5%
DRAM vs HWM
-8.9%
+71.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -3.5% |
| 7D | -16.6% | +9.4% | -26.1% | -19.9% |
| 30D | -26.9% | -7.0% | -19.9% | -24.0% |
| 3M | -17.8% | -25.9% | +8.0% | -3.2% |
| 6M | +6.2% | -10.8% | +17.0% | +13.7% |
| All | +62.5% | -8.9% | +71.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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