-28.2%
DHR vs ARMK
+148.1%
-176.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +0.2% | +3.1% | -2.9% | -0.9% |
| 3M | +12.1% | +9.2% | +2.8% | +8.8% |
| 6M | +5.4% | +43.7% | -38.3% | -6.5% |
| YTD | -10.0% | +57.4% | -67.3% | -22.5% |
| 1Y | +4.1% | +51.9% | -47.8% | -9.5% |
| 3Y | -5.2% | +125.4% | -130.6% | -27.9% |
| 5Y | -28.2% | +149.1% | -177.3% | -47.2% |
| All | -28.2% | +148.1% | -176.4% | -47.2% |
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 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