-5.3%
HAL vs ARMK
+350.8%
-356.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +2.9% | -2.4% | +5.3% | +4.1% |
| 30D | +17.0% | 0.0% | +17.0% | +16.6% |
| 3M | -9.7% | +6.7% | -16.3% | -13.0% |
| 6M | +8.6% | +38.8% | -30.2% | -9.3% |
| YTD | +33.0% | +55.2% | -22.2% | +4.6% |
| 1Y | +68.3% | +46.6% | +21.7% | +36.1% |
| 3Y | +0.1% | +112.9% | -112.8% | -35.4% |
| 5Y | +102.6% | +144.0% | -41.3% | +18.1% |
| 10Y | +3.8% | +132.4% | -128.6% | -39.2% |
| All | -5.3% | +350.8% | -356.2% | -51.5% |
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