+101.9%
HAS vs ARMK
+131.1%
-29.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.3% |
| 7D | +2.2% | +0.9% | +1.2% | +1.7% |
| 30D | +29.6% | -0.4% | +29.9% | +29.3% |
| 3M | +30.3% | -2.0% | +32.2% | +30.5% |
| 6M | +25.6% | +22.0% | +3.7% | +16.7% |
| YTD | +50.8% | +49.6% | +1.2% | +31.0% |
| 1Y | +63.0% | +46.4% | +16.7% | +42.5% |
| 3Y | +211.6% | +103.2% | +108.4% | +141.8% |
| 5Y | +50.4% | +108.1% | -57.7% | +14.4% |
| 10Y | +101.9% | +129.4% | -27.5% | +56.0% |
| All | +101.9% | +131.1% | -29.2% | +56.0% |
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