+157.1%
HPQ vs ARMK
+130.7%
+26.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -3.2% | +2.8% | -6.0% | -4.5% |
| 30D | -3.0% | -1.8% | -1.3% | -2.9% |
| 3M | +0.6% | -10.9% | +11.5% | +4.8% |
| 6M | +36.6% | +21.2% | +15.3% | +24.3% |
| YTD | +35.0% | +47.0% | -12.0% | +12.9% |
| 1Y | +23.1% | +42.9% | -19.8% | +4.3% |
| 3Y | +18.6% | +95.0% | -76.4% | -13.2% |
| 5Y | +10.3% | +106.2% | -95.9% | -22.7% |
| 10Y | +157.1% | +131.6% | +25.4% | +60.9% |
| All | +157.1% | +130.7% | +26.3% | +60.9% |
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