+561.5%
HPE vs ARMK
+177.5%
+384.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +4.3% |
| 7D | -7.1% | +0.9% | -8.1% | -7.3% |
| 30D | -35.3% | -0.4% | -34.9% | -35.0% |
| 3M | -10.4% | -2.0% | -8.5% | -9.6% |
| 6M | +52.5% | +22.0% | +30.5% | +39.4% |
| YTD | +100.3% | +49.6% | +50.7% | +66.9% |
| 1Y | +106.4% | +46.4% | +60.0% | +73.6% |
| 3Y | +227.4% | +103.2% | +124.2% | +134.8% |
| 5Y | +250.6% | +108.1% | +142.5% | +144.6% |
| 10Y | +365.4% | +129.4% | +235.9% | +203.5% |
| All | +561.5% | +177.5% | +384.0% | +286.8% |
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