-18.6%
HAL vs ARMK
+123.7%
-142.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -2.5% |
| 7D | -12.0% | -2.6% | -9.3% | -10.9% |
| 30D | +0.3% | -5.2% | +5.5% | +2.8% |
| 3M | -1.6% | -6.5% | +4.9% | +1.0% |
| 6M | -20.5% | +15.3% | -35.7% | -27.2% |
| YTD | +14.2% | +43.6% | -29.4% | -7.6% |
| 1Y | +18.9% | +42.1% | -23.2% | -3.4% |
| 3Y | -13.7% | +94.0% | -107.7% | -42.5% |
| 5Y | +42.2% | +96.3% | -54.1% | -8.7% |
| All | -18.6% | +123.7% | -142.3% | -48.6% |
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 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