+12.9%
HAS vs ARMK
+144.6%
-131.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -1.8% | -2.4% | +0.6% | -0.9% |
| 30D | +2.3% | 0.0% | +2.2% | +2.1% |
| 3M | +10.4% | +6.7% | +3.7% | +7.2% |
| 6M | -3.2% | +38.8% | -42.1% | -16.2% |
| YTD | +15.4% | +55.2% | -39.8% | -4.5% |
| 1Y | +18.8% | +46.6% | -27.8% | +0.4% |
| 3Y | +43.9% | +112.9% | -69.0% | +1.5% |
| All | +12.9% | +144.6% | -131.7% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling