+255.0%
HIG vs ARMK
+131.4%
+123.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.6% | +2.7% | -0.1% | +1.4% |
| 30D | +4.2% | -1.5% | +5.7% | +4.3% |
| 3M | +0.2% | -11.6% | +11.8% | +5.1% |
| 6M | +4.6% | +6.7% | -2.1% | +0.2% |
| YTD | +1.1% | +47.4% | -46.3% | -17.3% |
| 1Y | +4.7% | +41.5% | -36.8% | -12.8% |
| 3Y | +95.5% | +95.5% | -0.1% | +35.4% |
| 5Y | +111.7% | +108.4% | +3.3% | +37.2% |
| All | +255.0% | +131.4% | +123.6% | +82.4% |
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