+137.8%
HL vs ARMK
+106.4%
+31.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.3% | -6.9% |
| 7D | +8.2% | -0.7% | +8.9% | +8.3% |
| 30D | -16.3% | -1.3% | -15.0% | -15.9% |
| 3M | -18.6% | -2.5% | -16.1% | -18.0% |
| 6M | -23.2% | +20.8% | -44.0% | -29.7% |
| YTD | -25.5% | +48.2% | -73.7% | -37.2% |
| 1Y | -4.8% | +45.7% | -50.5% | -19.1% |
| 3Y | +281.4% | +96.6% | +184.9% | +174.2% |
| 5Y | +137.8% | +106.6% | +31.3% | +56.3% |
| All | +137.8% | +106.4% | +31.4% | +56.3% |
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