+25.0%
HL vs ARMK
+41.1%
-16.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.2% | +17.3% | +15.1% |
| 7D | +0.2% | -5.8% | +6.0% | +3.0% |
| 30D | -12.1% | -5.3% | -6.9% | -9.9% |
| 3M | -2.8% | -6.7% | +3.9% | 0.0% |
| 6M | -14.9% | +17.4% | -32.3% | -24.1% |
| YTD | -22.0% | +43.0% | -65.1% | -38.9% |
| 1Y | +25.0% | +40.3% | -15.3% | -0.2% |
| All | +25.0% | +41.1% | -16.1% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling