-10.0%
DHR vs ARMK
+106.7%
-116.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.2% | +2.7% | -1.5% | +0.4% |
| 30D | +3.7% | -1.5% | +5.2% | +4.0% |
| 3M | +14.5% | -11.6% | +26.0% | +18.7% |
| 6M | +40.9% | +6.7% | +34.2% | +36.9% |
| YTD | +2.4% | +47.4% | -45.0% | -11.4% |
| 1Y | +6.1% | +41.5% | -35.4% | -7.0% |
| 3Y | +21.0% | +95.5% | -74.5% | -6.6% |
| All | -10.0% | +106.7% | -116.7% | -35.3% |
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