+198.2%
HDB vs ARMK
+350.8%
-152.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | -3.5% | +6.7% | -10.2% | -5.1% |
| 6M | -24.7% | +38.8% | -63.5% | -30.3% |
| YTD | -36.6% | +55.2% | -91.7% | -42.8% |
| 1Y | -34.4% | +46.6% | -81.0% | -40.2% |
| 3Y | -24.4% | +112.9% | -137.3% | -38.0% |
| 5Y | -35.4% | +144.0% | -179.3% | -49.2% |
| 10Y | +39.5% | +132.4% | -92.9% | +11.7% |
| All | +198.2% | +350.8% | -152.7% | +109.2% |
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 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