+192.7%
HUT vs ARES
+736.6%
-543.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.2% | +14.4% | +14.4% |
| 7D | -11.4% | +4.5% | -15.9% | -16.6% |
| 30D | -41.0% | +15.7% | -56.8% | -49.4% |
| 3M | -41.9% | -2.0% | -39.9% | -43.2% |
| 6M | -51.7% | +10.4% | -62.1% | -58.3% |
| YTD | +14.6% | -14.2% | +28.8% | +20.7% |
| 1Y | +21.4% | -7.8% | +29.2% | +20.7% |
| 3Y | +359.8% | +41.4% | +318.4% | +239.2% |
| 5Y | -27.5% | +83.7% | -111.2% | -54.8% |
| All | +192.7% | +736.6% | -543.9% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling