+173.4%
HBAN vs ARMK
+328.3%
-154.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +2.3% | +2.7% | -0.4% | +1.1% |
| 30D | +4.8% | -1.5% | +6.2% | +5.1% |
| 3M | -10.1% | -11.6% | +1.5% | -5.4% |
| 6M | +5.0% | +6.7% | -1.7% | +1.1% |
| YTD | -6.1% | +47.4% | -53.6% | -22.6% |
| 1Y | +4.6% | +41.5% | -36.9% | -12.2% |
| 3Y | +74.9% | +95.5% | -20.6% | +24.4% |
| 5Y | +21.4% | +108.4% | -86.9% | -17.5% |
| 10Y | +105.3% | +132.3% | -27.0% | +29.7% |
| All | +173.4% | +328.3% | -154.9% | +57.4% |
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