+251.2%
HAS vs ARMK
+299.4%
-48.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.4% |
| 7D | 0.0% | -10.2% | +10.2% | +3.4% |
| 30D | +31.3% | -9.3% | +40.6% | +35.1% |
| 3M | +32.1% | -11.4% | +43.5% | +36.7% |
| 6M | +28.1% | +11.6% | +16.5% | +22.6% |
| YTD | +49.1% | +37.5% | +11.6% | +33.3% |
| 1Y | +60.5% | +34.9% | +25.6% | +44.3% |
| 3Y | +183.9% | +83.4% | +100.4% | +128.3% |
| 5Y | +51.2% | +87.9% | -36.7% | +19.1% |
| 10Y | +105.3% | +117.0% | -11.7% | +53.3% |
| All | +251.2% | +299.4% | -48.2% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling