-19.1%
HAL vs ARMK
+131.1%
-150.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -2.0% |
| 7D | -7.9% | +0.9% | -8.8% | -8.4% |
| 30D | -2.1% | -0.4% | -1.7% | -2.2% |
| 3M | +0.4% | -2.0% | +2.4% | +0.6% |
| 6M | -19.2% | +22.0% | -41.2% | -28.2% |
| YTD | +14.4% | +49.6% | -35.2% | -9.4% |
| 1Y | +18.0% | +46.4% | -28.4% | -5.6% |
| 3Y | -9.7% | +103.2% | -112.9% | -41.2% |
| 5Y | +40.1% | +108.1% | -68.0% | -12.7% |
| 10Y | -19.1% | +129.4% | -148.5% | -50.2% |
| All | -19.1% | +131.1% | -150.2% | -50.2% |
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