+19.3%
ARM vs HUT
-2.9%
+22.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -23.2% | +18.0% | +2.9% |
| 7D | -18.7% | -29.5% | +10.8% | -9.2% |
| 30D | -36.7% | -45.2% | +8.5% | -23.1% |
| 3M | -31.6% | -51.6% | +20.0% | -14.0% |
| 6M | -5.6% | -37.3% | +31.7% | +10.8% |
| YTD | +75.5% | +6.5% | +68.9% | +80.8% |
| 1Y | +19.3% | +1.7% | +17.6% | +23.2% |
| All | +19.3% | -2.9% | +22.2% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling