+588.2%
HBM vs ARMK
+146.1%
+442.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.9% |
| 7D | -3.3% | +3.1% | -6.4% | -4.6% |
| 30D | -4.8% | -2.8% | -2.0% | -3.7% |
| 3M | -0.4% | +7.6% | -8.0% | -4.1% |
| 6M | +17.9% | +47.9% | -30.0% | -1.6% |
| YTD | +33.7% | +60.0% | -26.3% | +7.3% |
| 1Y | +95.6% | +52.2% | +43.4% | +59.8% |
| 3Y | +458.1% | +131.4% | +326.7% | +273.1% |
| 5Y | +329.0% | +163.2% | +165.8% | +167.9% |
| All | +588.2% | +146.1% | +442.1% | +346.1% |
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 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