+67.9%
HDB vs ARMK
+130.7%
-62.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +6.9% | +2.8% | +4.2% | +6.3% |
| 30D | +15.2% | -1.8% | +17.0% | +15.4% |
| 3M | +11.7% | -10.9% | +22.6% | +14.2% |
| 6M | +7.5% | +21.2% | -13.7% | +2.6% |
| YTD | -28.8% | +47.0% | -75.8% | -34.9% |
| 1Y | -29.1% | +42.9% | -72.0% | -34.9% |
| 3Y | -7.0% | +95.0% | -102.0% | -21.6% |
| 5Y | -22.1% | +106.2% | -128.3% | -36.0% |
| All | +67.9% | +130.7% | -62.8% | +40.0% |
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