+132.1%
HON vs ARMK
+138.5%
-6.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -11.9% | -5.9% | -5.9% | -10.2% |
| 3M | -6.1% | +6.7% | -12.8% | -8.3% |
| 6M | -19.2% | +42.5% | -61.7% | -28.1% |
| YTD | +0.2% | +55.1% | -55.0% | -13.4% |
| 1Y | -1.5% | +50.3% | -51.8% | -14.2% |
| 3Y | +17.9% | +122.2% | -104.2% | -10.9% |
| 5Y | +1.9% | +155.2% | -153.2% | -27.7% |
| All | +132.1% | +138.5% | -6.4% | +71.5% |
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