+61.3%
HDB vs ARMK
+131.1%
-69.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.8% |
| 7D | +13.7% | +0.9% | +12.8% | +13.4% |
| 30D | +15.8% | -0.4% | +16.2% | +15.7% |
| 3M | +9.2% | -2.0% | +11.2% | +9.3% |
| 6M | +3.2% | +22.0% | -18.8% | -1.7% |
| YTD | -29.4% | +49.6% | -79.0% | -35.7% |
| 1Y | -27.9% | +46.4% | -74.3% | -34.1% |
| 3Y | -5.9% | +103.2% | -109.1% | -21.3% |
| 5Y | -23.5% | +108.1% | -131.6% | -37.3% |
| 10Y | +61.3% | +129.4% | -68.1% | +33.9% |
| All | +61.3% | +131.1% | -69.8% | +33.9% |
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