+92.6%
HAS vs ARMK
+131.4%
-38.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.4% | +2.7% | -1.3% | +0.5% |
| 30D | +26.3% | -1.5% | +27.8% | +26.5% |
| 3M | +25.6% | -11.6% | +37.2% | +30.1% |
| 6M | +30.3% | +6.7% | +23.5% | +26.6% |
| YTD | +50.4% | +47.4% | +2.9% | +31.2% |
| 1Y | +57.7% | +41.5% | +16.2% | +39.4% |
| 3Y | +213.4% | +95.5% | +117.8% | +146.2% |
| 5Y | +49.1% | +108.4% | -59.3% | +13.4% |
| All | +92.6% | +131.4% | -38.8% | +48.7% |
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