+413.1%
HIG vs ARMK
+350.8%
+62.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.3% | -2.4% | +2.7% | +1.4% |
| 30D | -3.2% | 0.0% | -3.2% | -3.6% |
| 3M | +9.1% | +6.7% | +2.5% | +5.6% |
| 6M | -1.8% | +38.8% | -40.6% | -16.1% |
| YTD | +1.8% | +55.2% | -53.4% | -17.7% |
| 1Y | +4.6% | +46.6% | -42.0% | -13.4% |
| 3Y | +101.6% | +112.9% | -11.3% | +36.2% |
| 5Y | +124.5% | +144.0% | -19.5% | +37.0% |
| 10Y | +317.8% | +132.4% | +185.4% | +115.0% |
| All | +413.1% | +350.8% | +62.3% | +129.4% |
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 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