+621.7%
HPE vs ARMK
+187.8%
+433.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.1% |
| 7D | -0.6% | -2.4% | +1.8% | +0.5% |
| 30D | -2.3% | 0.0% | -2.3% | -2.5% |
| 3M | -2.9% | +6.7% | -9.5% | -5.9% |
| 6M | +143.6% | +38.8% | +104.7% | +109.5% |
| YTD | +118.5% | +55.2% | +63.3% | +78.6% |
| 1Y | +129.2% | +46.6% | +82.6% | +92.2% |
| 3Y | +212.5% | +112.9% | +99.6% | +118.8% |
| 5Y | +286.9% | +144.0% | +142.9% | +151.0% |
| 10Y | +432.3% | +132.4% | +299.9% | +246.4% |
| All | +621.7% | +187.8% | +433.9% | +314.0% |
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