+65.2%
HAS vs ARMK
+41.1%
+24.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.2% | +4.2% |
| 7D | +2.4% | -5.8% | +8.3% | +4.1% |
| 30D | +31.6% | -5.3% | +36.9% | +33.3% |
| 3M | +33.9% | -6.7% | +40.6% | +36.0% |
| 6M | +31.4% | +17.4% | +14.1% | +20.2% |
| YTD | +51.6% | +43.0% | +8.6% | +26.1% |
| 1Y | +65.2% | +40.3% | +24.9% | +37.9% |
| All | +65.2% | +41.1% | +24.1% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling