+694.6%
HL vs ARMK
+350.8%
+343.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +1.5% | -2.4% | +3.9% | +2.1% |
| 30D | +25.1% | 0.0% | +25.0% | +24.9% |
| 3M | +22.9% | +6.7% | +16.2% | +20.8% |
| 6M | -4.9% | +38.8% | -43.7% | -12.8% |
| YTD | +7.8% | +55.2% | -47.4% | -3.7% |
| 1Y | +133.9% | +46.6% | +87.3% | +111.2% |
| 3Y | +380.9% | +112.9% | +268.0% | +293.0% |
| 5Y | +230.2% | +144.0% | +86.2% | +159.7% |
| 10Y | +265.6% | +132.4% | +133.1% | +165.9% |
| All | +694.6% | +350.8% | +343.7% | +458.0% |
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