-6.4%
HAL vs ARMK
+96.6%
-103.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.1% | +2.7% | +3.4% | +5.2% |
| 30D | +2.9% | -1.5% | +4.4% | +3.2% |
| 3M | +3.3% | -11.6% | +14.9% | +7.0% |
| 6M | -16.9% | +6.7% | -23.7% | -19.3% |
| YTD | +21.2% | +47.4% | -26.2% | +4.0% |
| 1Y | +27.5% | +41.5% | -13.9% | +11.1% |
| 3Y | -6.4% | +95.5% | -102.0% | -24.2% |
| All | -6.4% | +96.6% | -103.1% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling