-21.3%
HUT vs ARMK
+106.7%
-128.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | +9.3% | +2.7% | +6.7% | +6.1% |
| 30D | -23.1% | -1.5% | -21.6% | -19.9% |
| 3M | -30.6% | -11.6% | -19.0% | -18.3% |
| 6M | -46.9% | +6.7% | -53.6% | -50.0% |
| YTD | +25.3% | +47.4% | -22.1% | -19.3% |
| 1Y | +59.8% | +41.5% | +18.3% | +7.2% |
| 3Y | +467.2% | +95.5% | +371.7% | +135.9% |
| All | -21.3% | +106.7% | -128.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling