+261.2%
HL vs ARMK
+138.5%
+122.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | +12.7% | -5.9% | +18.7% | +14.7% |
| 3M | +42.5% | +6.7% | +35.8% | +39.8% |
| 6M | -9.0% | +42.5% | -51.6% | -17.9% |
| YTD | +4.4% | +55.1% | -50.7% | -7.8% |
| 1Y | +82.7% | +50.3% | +32.3% | +62.3% |
| 3Y | +406.3% | +122.2% | +284.1% | +300.6% |
| 5Y | +238.2% | +155.2% | +83.0% | +156.5% |
| All | +261.2% | +138.5% | +122.7% | +176.5% |
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