-18.7%
HAL vs ARMK
+317.2%
-335.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -2.4% |
| 7D | -12.0% | -2.6% | -9.3% | -10.9% |
| 30D | +0.3% | -5.2% | +5.5% | +2.7% |
| 3M | -1.6% | -6.5% | +4.9% | +0.9% |
| 6M | -20.5% | +15.3% | -35.7% | -27.0% |
| YTD | +14.2% | +43.6% | -29.4% | -7.0% |
| 1Y | +18.9% | +42.1% | -23.2% | -2.8% |
| 3Y | -13.7% | +94.0% | -107.7% | -41.7% |
| 5Y | +42.2% | +96.3% | -54.1% | -7.2% |
| 10Y | -16.7% | +126.7% | -143.4% | -50.5% |
| All | -18.7% | +317.2% | -335.9% | -56.9% |
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