+58.5%
HCA vs ARMK
+121.1%
-62.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +1.9% | +2.4% | -0.5% | +1.3% |
| 3M | +12.7% | +6.1% | +6.7% | +11.2% |
| 6M | -22.3% | +41.8% | -64.1% | -27.8% |
| YTD | -9.3% | +55.5% | -64.9% | -17.5% |
| 1Y | +2.7% | +49.6% | -46.9% | -5.9% |
| All | +58.5% | +121.1% | -62.7% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling