+122.0%
HCA vs ARMK
+96.6%
+25.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.8% | +2.7% | -1.8% | +0.4% |
| 30D | +6.1% | -1.5% | +7.6% | +6.1% |
| 3M | +21.4% | -11.6% | +33.0% | +23.8% |
| 6M | +17.2% | +6.7% | +10.4% | +15.2% |
| YTD | +7.5% | +47.4% | -40.0% | -1.2% |
| 1Y | +6.2% | +41.5% | -35.3% | -1.6% |
| 3Y | +122.0% | +95.5% | +26.5% | +89.1% |
| All | +122.0% | +96.6% | +25.4% | +89.1% |
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