+453.2%
HUT vs ARMK
+112.8%
+340.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +4.9% | +5.5% |
| 7D | +28.3% | +1.7% | +26.6% | +27.0% |
| 30D | +12.3% | +3.1% | +9.2% | +10.0% |
| 3M | -16.8% | +9.2% | -26.0% | -21.4% |
| 6M | +111.4% | +43.7% | +67.7% | +70.3% |
| YTD | +116.6% | +57.4% | +59.2% | +64.8% |
| 1Y | +290.5% | +51.9% | +238.6% | +202.1% |
| 3Y | +792.3% | +125.4% | +666.9% | +456.2% |
| 5Y | +94.1% | +149.1% | -55.0% | +22.7% |
| All | +453.2% | +112.8% | +340.4% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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