+190.9%
HBM vs ARMK
+106.7%
+84.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.2% | +2.7% | -0.4% | +0.9% |
| 30D | -11.8% | -1.5% | -10.3% | -10.8% |
| 3M | -19.2% | -11.6% | -7.7% | -13.4% |
| 6M | -22.9% | +6.7% | -29.6% | -26.1% |
| YTD | +7.8% | +47.4% | -39.6% | -14.3% |
| 1Y | +34.9% | +41.5% | -6.6% | +9.7% |
| 3Y | +422.2% | +95.5% | +326.7% | +241.1% |
| All | +190.9% | +106.7% | +84.2% | +71.7% |
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