+449.0%
HL vs ARMK
+330.5%
+118.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.3% | -7.0% |
| 7D | +8.2% | -0.7% | +8.9% | +8.2% |
| 30D | -16.3% | -1.3% | -15.0% | -16.0% |
| 3M | -18.6% | -2.5% | -16.1% | -18.2% |
| 6M | -23.2% | +20.8% | -44.0% | -27.1% |
| YTD | -25.5% | +48.2% | -73.7% | -32.7% |
| 1Y | -4.8% | +45.7% | -50.5% | -13.6% |
| 3Y | +281.4% | +96.6% | +184.9% | +218.0% |
| 5Y | +137.8% | +106.6% | +31.3% | +94.1% |
| 10Y | +135.5% | +132.6% | +2.9% | +72.9% |
| All | +449.0% | +330.5% | +118.5% | +289.9% |
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