+34.0%
HDB vs ARMK
+136.6%
-102.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | -4.9% | +3.1% | -8.0% | -5.6% |
| 3M | -2.3% | +9.2% | -11.5% | -4.3% |
| 6M | -23.7% | +43.7% | -67.4% | -29.7% |
| YTD | -38.5% | +57.4% | -95.8% | -44.5% |
| 1Y | -36.5% | +51.9% | -88.3% | -42.3% |
| 3Y | -28.5% | +125.4% | -153.9% | -41.5% |
| 5Y | -37.4% | +149.1% | -186.5% | -50.5% |
| 10Y | +34.0% | +135.4% | -101.4% | +13.2% |
| All | +34.0% | +136.6% | -102.6% | +13.2% |
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