+433.3%
HUT vs ARES
+730.3%
-297.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -1.1% |
| 7D | +18.9% | -2.7% | +21.6% | +21.6% |
| 30D | +12.0% | -2.4% | +14.4% | +13.1% |
| 3M | -14.9% | +3.9% | -18.8% | -20.0% |
| 6M | +96.8% | +26.4% | +70.4% | +53.3% |
| YTD | +108.8% | -14.9% | +123.7% | +128.0% |
| 1Y | +227.4% | -20.4% | +247.8% | +278.7% |
| 3Y | +760.3% | +38.8% | +721.5% | +563.3% |
| 5Y | +86.1% | +97.0% | -10.9% | +15.9% |
| All | +433.3% | +730.3% | -297.0% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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