+420.1%
HUT vs ARES
+766.0%
-345.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +7.0% |
| 7D | +17.8% | -1.7% | +19.5% | +19.5% |
| 30D | +0.8% | +0.3% | +0.6% | -0.3% |
| 3M | -26.8% | +8.5% | -35.3% | -33.5% |
| 6M | +72.6% | +23.5% | +49.1% | +37.6% |
| YTD | +103.6% | -11.2% | +114.8% | +114.8% |
| 1Y | +265.3% | -19.3% | +284.6% | +318.1% |
| 3Y | +689.4% | +48.7% | +640.8% | +475.0% |
| 5Y | +75.3% | +106.5% | -31.2% | +5.3% |
| All | +420.1% | +766.0% | -345.9% | +146.8% |
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