+155.3%
HBAN vs ARMK
+146.1%
+9.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.7% |
| 7D | -1.0% | +3.1% | -4.1% | -2.4% |
| 30D | -5.6% | -2.8% | -2.8% | -4.4% |
| 3M | -1.1% | +7.6% | -8.7% | -4.8% |
| 6M | +9.9% | +47.9% | -38.0% | -9.3% |
| YTD | -0.9% | +60.0% | -61.0% | -21.4% |
| 1Y | -1.4% | +52.2% | -53.6% | -20.0% |
| 3Y | +78.2% | +131.4% | -53.2% | +16.6% |
| 5Y | +37.0% | +163.2% | -126.2% | -17.2% |
| All | +155.3% | +146.1% | +9.2% | +58.4% |
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 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