+420.1%
HUT vs ARMK
+109.9%
+310.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.7% |
| 7D | +17.8% | -2.4% | +20.2% | +19.5% |
| 30D | +0.8% | 0.0% | +0.8% | +0.6% |
| 3M | -26.8% | +6.7% | -33.4% | -29.8% |
| 6M | +72.6% | +38.8% | +33.7% | +42.0% |
| YTD | +103.6% | +55.2% | +48.4% | +56.2% |
| 1Y | +265.3% | +46.6% | +218.7% | +188.6% |
| 3Y | +689.4% | +112.9% | +576.5% | +408.1% |
| 5Y | +75.3% | +144.0% | -68.6% | +12.0% |
| All | +420.1% | +109.9% | +310.3% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling