+52.7%
DRAM vs HUT
+28.2%
+24.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.1% | +4.2% | +0.4% |
| 7D | +7.9% | +9.3% | -1.4% | +3.6% |
| 30D | -15.4% | -23.1% | +7.7% | -6.5% |
| 3M | -25.5% | -30.6% | +5.1% | -15.4% |
| 6M | -22.3% | -46.9% | +24.6% | +0.8% |
| All | +52.7% | +28.2% | +24.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling