+540.2%
HPE vs ARMK
+134.7%
+405.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.6% |
| 7D | +13.6% | +0.3% | +13.3% | +13.5% |
| 30D | +7.7% | +2.4% | +5.4% | +6.4% |
| 3M | +22.4% | +6.1% | +16.3% | +19.1% |
| 6M | +172.6% | +41.8% | +130.8% | +133.2% |
| YTD | +147.5% | +55.5% | +92.0% | +103.1% |
| 1Y | +151.8% | +49.6% | +102.2% | +110.2% |
| 3Y | +267.1% | +122.8% | +144.3% | +154.3% |
| 5Y | +362.8% | +151.0% | +211.8% | +200.3% |
| 10Y | +540.2% | +138.0% | +402.2% | +331.1% |
| All | +540.2% | +134.7% | +405.4% | +331.1% |
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