+49.8%
HBM vs ARMK
+41.1%
+8.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.8% | +5.8% |
| 7D | -5.8% | -5.8% | 0.0% | -2.9% |
| 30D | -18.5% | -5.3% | -13.2% | -16.0% |
| 3M | -10.3% | -6.7% | -3.5% | -7.3% |
| 6M | +2.1% | +17.4% | -15.2% | -7.9% |
| YTD | +12.0% | +43.0% | -31.0% | -4.6% |
| 1Y | +49.8% | +40.3% | +9.4% | +28.3% |
| All | +49.8% | +41.1% | +8.6% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling