+192.7%
HUT vs ARMK
+94.2%
+98.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +4.5% | +10.1% | +11.8% |
| 7D | -11.4% | -2.6% | -8.7% | -8.9% |
| 30D | -41.0% | -5.2% | -35.8% | -38.2% |
| 3M | -41.9% | -6.5% | -35.4% | -38.6% |
| 6M | -51.7% | +15.3% | -66.9% | -55.1% |
| YTD | +14.6% | +43.6% | -29.0% | -6.3% |
| 1Y | +21.4% | +42.1% | -20.7% | -0.5% |
| 3Y | +359.8% | +94.0% | +265.8% | +217.5% |
| 5Y | -27.5% | +96.3% | -123.7% | -47.9% |
| All | +192.7% | +94.2% | +98.6% | +58.1% |
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