+215.7%
DHR vs ARMK
+134.7%
+81.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -2.2% | +2.4% | -4.5% | -2.7% |
| 3M | +9.0% | +6.1% | +2.9% | +7.7% |
| 6M | +3.5% | +41.8% | -38.3% | -3.3% |
| YTD | -10.1% | +55.5% | -65.7% | -17.5% |
| 1Y | +6.2% | +49.6% | -43.4% | -1.9% |
| 3Y | -5.4% | +122.8% | -128.1% | -18.7% |
| 5Y | -27.9% | +151.0% | -178.9% | -39.6% |
| 10Y | +215.7% | +138.0% | +77.8% | +189.2% |
| All | +215.7% | +134.7% | +81.0% | +189.2% |
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