+174.6%
ARM vs HUT
+378.6%
-204.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +14.6% | -9.8% | +0.5% |
| 7D | -15.2% | -11.4% | -3.9% | -13.2% |
| 30D | -40.7% | -41.0% | +0.4% | -31.7% |
| 3M | -39.1% | -41.9% | +2.8% | -29.8% |
| 6M | -26.4% | -51.7% | +25.3% | -11.4% |
| YTD | +59.7% | +14.6% | +45.1% | +49.3% |
| 1Y | +10.3% | +21.4% | -11.1% | -0.8% |
| 3Y | +228.9% | +359.8% | -131.0% | +67.0% |
| All | +174.6% | +378.6% | -204.0% | +36.6% |
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