+1.2%
HAL vs ARMK
+136.6%
-135.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.4% |
| 7D | +0.5% | +1.7% | -1.2% | -0.4% |
| 30D | +15.9% | +3.1% | +12.8% | +13.7% |
| 3M | -8.7% | +9.2% | -17.9% | -13.3% |
| 6M | +9.0% | +43.7% | -34.6% | -11.1% |
| YTD | +32.0% | +57.4% | -25.4% | +2.3% |
| 1Y | +72.5% | +51.9% | +20.6% | +36.0% |
| 3Y | -4.5% | +125.4% | -129.9% | -41.2% |
| 5Y | +109.7% | +149.1% | -39.4% | +18.3% |
| 10Y | +1.2% | +135.4% | -134.2% | -35.4% |
| All | +1.2% | +136.6% | -135.4% | -35.4% |
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