+249.3%
HL vs ARMK
+146.8%
+102.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | +18.8% | +2.4% | +16.5% | +17.5% |
| 3M | +43.7% | +6.1% | +37.7% | +40.1% |
| 6M | -1.0% | +41.8% | -42.8% | -14.7% |
| YTD | +8.7% | +55.5% | -46.8% | -9.4% |
| 1Y | +105.0% | +49.6% | +55.4% | +72.6% |
| 3Y | +427.3% | +122.8% | +304.5% | +266.1% |
| 5Y | +249.3% | +151.0% | +98.3% | +129.3% |
| All | +249.3% | +146.8% | +102.5% | +129.3% |
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