+290.0%
HBM vs ARMK
+350.8%
-60.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | -6.4% | -2.4% | -3.9% | -5.3% |
| 30D | +5.9% | 0.0% | +5.9% | +5.5% |
| 3M | -8.9% | +6.7% | -15.6% | -12.0% |
| 6M | +10.7% | +38.8% | -28.1% | -5.0% |
| YTD | +38.3% | +55.2% | -16.9% | +12.3% |
| 1Y | +121.3% | +46.6% | +74.7% | +83.6% |
| 3Y | +450.6% | +112.9% | +337.7% | +281.2% |
| 5Y | +338.0% | +144.0% | +194.0% | +181.5% |
| 10Y | +578.6% | +132.4% | +446.2% | +334.4% |
| All | +290.0% | +350.8% | -60.9% | +120.7% |
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 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