+390.2%
HPE vs ARMK
+130.7%
+259.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.2% |
| 7D | +0.3% | +2.8% | -2.5% | -0.7% |
| 30D | -28.6% | -1.8% | -26.8% | -27.8% |
| 3M | -7.4% | -10.9% | +3.5% | -2.3% |
| 6M | +63.7% | +21.2% | +42.4% | +50.3% |
| YTD | +111.7% | +47.0% | +64.7% | +78.5% |
| 1Y | +123.5% | +42.9% | +80.6% | +90.8% |
| 3Y | +238.7% | +95.0% | +143.7% | +149.5% |
| 5Y | +261.0% | +106.2% | +154.8% | +155.5% |
| 10Y | +390.2% | +131.6% | +258.6% | +236.5% |
| All | +390.2% | +130.7% | +259.5% | +236.5% |
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