+331.1%
HBM vs ARMK
+147.8%
+183.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.3% | -7.3% | -7.4% |
| 7D | -3.7% | -0.9% | -2.8% | -3.2% |
| 30D | -3.7% | -5.9% | +2.3% | -0.5% |
| 3M | +8.0% | +6.7% | +1.3% | +3.7% |
| 6M | +15.8% | +42.5% | -26.8% | -5.1% |
| YTD | +34.4% | +55.1% | -20.8% | +4.8% |
| 1Y | +98.2% | +50.3% | +47.8% | +56.2% |
| 3Y | +476.6% | +122.2% | +354.4% | +257.3% |
| 5Y | +331.1% | +155.2% | +175.9% | +142.9% |
| All | +331.1% | +147.8% | +183.3% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling