+204.1%
HBM vs ARMK
+328.3%
-124.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.2% | +2.7% | -0.4% | +1.1% |
| 30D | -11.8% | -1.5% | -10.3% | -11.0% |
| 3M | -19.2% | -11.6% | -7.7% | -14.4% |
| 6M | -22.9% | +6.7% | -29.6% | -25.4% |
| YTD | +7.8% | +47.4% | -39.6% | -10.2% |
| 1Y | +34.9% | +41.5% | -6.6% | +14.4% |
| 3Y | +422.2% | +95.5% | +326.7% | +276.7% |
| 5Y | +192.8% | +108.4% | +84.4% | +102.9% |
| 10Y | +281.1% | +132.3% | +148.9% | +144.2% |
| All | +204.1% | +328.3% | -124.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling