+56.8%
HAS vs ARMK
+131.6%
-74.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | +2.3% | 0.0% | +2.2% | +2.1% |
| 3M | +10.4% | +6.7% | +3.7% | +7.8% |
| 6M | -3.2% | +38.8% | -42.1% | -13.6% |
| YTD | +15.4% | +55.2% | -39.8% | -0.6% |
| 1Y | +18.8% | +46.6% | -27.8% | +4.1% |
| 3Y | +43.9% | +112.9% | -69.0% | +10.3% |
| 5Y | +13.9% | +144.0% | -130.1% | -17.3% |
| All | +56.8% | +131.6% | -74.8% | +21.6% |
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