+190.7%
HAS vs ARMK
+83.8%
+107.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.4% |
| 7D | 0.0% | -10.2% | +10.2% | +3.5% |
| 30D | +31.3% | -9.3% | +40.6% | +35.2% |
| 3M | +32.1% | -11.4% | +43.5% | +36.9% |
| 6M | +28.1% | +11.6% | +16.5% | +21.3% |
| YTD | +49.1% | +37.5% | +11.6% | +30.6% |
| 1Y | +60.5% | +34.9% | +25.6% | +41.4% |
| All | +190.7% | +83.8% | +107.0% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling