+160.5%
HON vs ARMK
+130.7%
+29.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.4% | +2.8% | -3.2% | -1.2% |
| 30D | +8.6% | -1.8% | +10.4% | +9.0% |
| 3M | -0.8% | -10.9% | +10.1% | +2.5% |
| 6M | -0.1% | +21.2% | -21.3% | -6.7% |
| YTD | +12.8% | +47.0% | -34.2% | -1.1% |
| 1Y | +10.4% | +42.9% | -32.4% | -2.4% |
| 3Y | +30.5% | +95.0% | -64.5% | +2.6% |
| 5Y | +15.0% | +106.2% | -91.2% | -12.9% |
| 10Y | +160.5% | +131.6% | +28.9% | +93.5% |
| All | +160.5% | +130.7% | +29.8% | +93.5% |
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