+491.0%
HD vs ARMK
+317.2%
+173.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -3.1% |
| 7D | +4.3% | -2.6% | +7.0% | +4.9% |
| 30D | +20.2% | -5.2% | +25.4% | +21.6% |
| 3M | -1.0% | -6.5% | +5.5% | +0.3% |
| 6M | +7.9% | +15.3% | -7.4% | +2.9% |
| YTD | +2.0% | +43.6% | -41.6% | -8.7% |
| 1Y | -4.3% | +42.1% | -46.4% | -14.1% |
| 3Y | +25.9% | +94.0% | -68.1% | +2.0% |
| 5Y | +5.8% | +96.3% | -90.4% | -15.7% |
| 10Y | +262.5% | +126.7% | +135.9% | +164.7% |
| All | +491.0% | +317.2% | +173.8% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling