+506.5%
HBM vs ARMK
+121.1%
+385.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | 0.0% |
| 7D | +5.5% | +0.3% | +5.2% | +5.4% |
| 30D | +3.3% | +2.4% | +0.9% | +1.7% |
| 3M | +12.7% | +6.1% | +6.6% | +8.8% |
| 6M | +28.2% | +41.8% | -13.6% | +6.6% |
| YTD | +45.3% | +55.5% | -10.2% | +15.1% |
| 1Y | +121.7% | +49.6% | +72.1% | +78.1% |
| All | +506.5% | +121.1% | +385.4% | +299.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling