+591.4%
DHR vs ARMK
+350.8%
+240.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.9% | -2.4% | -1.5% | -3.4% |
| 30D | +4.0% | 0.0% | +4.0% | +3.9% |
| 3M | +11.5% | +6.7% | +4.8% | +10.0% |
| 6M | +1.9% | +38.8% | -37.0% | -4.7% |
| YTD | -8.9% | +55.2% | -64.1% | -16.6% |
| 1Y | +5.1% | +46.6% | -41.5% | -2.8% |
| 3Y | -10.3% | +112.9% | -123.2% | -23.0% |
| 5Y | -27.8% | +144.0% | -171.8% | -39.9% |
| 10Y | +203.6% | +132.4% | +71.2% | +159.8% |
| All | +591.4% | +350.8% | +240.6% | +424.6% |
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