+119.2%
HIG vs ARMK
+147.8%
-28.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -1.2% | -5.9% | +4.7% | +0.6% |
| 3M | +6.3% | +6.7% | -0.4% | +3.8% |
| 6M | +0.6% | +42.5% | -42.0% | -11.2% |
| YTD | +0.6% | +55.1% | -54.5% | -14.0% |
| 1Y | +6.1% | +50.3% | -44.2% | -8.4% |
| 3Y | +102.0% | +122.2% | -20.2% | +48.1% |
| 5Y | +119.2% | +155.2% | -36.0% | +47.7% |
| All | +119.2% | +147.8% | -28.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling