+7.5%
HCA vs ARMK
+49.9%
-42.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +2.4% | -5.9% | +8.3% | +2.9% |
| 3M | +13.0% | +6.7% | +6.3% | +11.8% |
| 6M | -21.4% | +42.5% | -63.9% | -24.5% |
| YTD | -9.5% | +55.1% | -64.6% | -14.0% |
| 1Y | +7.5% | +50.3% | -42.8% | +2.6% |
| All | +7.5% | +49.9% | -42.4% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling