+50.5%
DRAM vs THC
+55.8%
-5.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +6.8% |
| 7D | -9.8% | +7.5% | -17.3% | -7.7% |
| 30D | -26.9% | +9.6% | -36.5% | -24.8% |
| 3M | -17.4% | +10.3% | -27.7% | -14.8% |
| 6M | -20.9% | +51.8% | -72.7% | -10.8% |
| All | +50.5% | +55.8% | -5.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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