+490.2%
HCA vs ARMK
+138.5%
+351.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | +2.4% | -5.9% | +8.3% | +5.0% |
| 3M | +13.0% | +6.7% | +6.3% | +9.4% |
| 6M | -21.4% | +42.5% | -63.9% | -33.4% |
| YTD | -9.5% | +55.1% | -64.6% | -26.5% |
| 1Y | +7.5% | +50.3% | -42.8% | -11.8% |
| 3Y | +57.6% | +122.2% | -64.6% | +4.0% |
| 5Y | +71.1% | +155.2% | -84.1% | +2.5% |
| All | +490.2% | +138.5% | +351.6% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling