+247.2%
HD vs ARMK
+125.8%
+121.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | +5.2% | -0.7% | +5.9% | +5.2% |
| 30D | +20.7% | -1.3% | +22.0% | +20.8% |
| 3M | +0.8% | -2.5% | +3.3% | +1.0% |
| 6M | +12.2% | +20.8% | -8.6% | +5.9% |
| YTD | +4.2% | +48.2% | -44.0% | -7.1% |
| 1Y | -2.6% | +45.7% | -48.3% | -12.8% |
| 3Y | +30.0% | +96.6% | -66.5% | +5.8% |
| 5Y | +8.1% | +106.6% | -98.5% | -14.3% |
| 10Y | +247.2% | +132.6% | +114.6% | +164.4% |
| All | +247.2% | +125.8% | +121.4% | +164.4% |
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