+261.4%
HPQ vs ARMK
+327.8%
-66.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.9% | +7.1% | -9.0% | -4.7% |
| 30D | -5.7% | -1.6% | -4.1% | -5.6% |
| 3M | -0.4% | -10.5% | +10.1% | +3.5% |
| 6M | +40.0% | +11.8% | +28.2% | +32.4% |
| YTD | +34.6% | +47.3% | -12.6% | +13.1% |
| 1Y | +20.4% | +41.5% | -21.1% | +2.9% |
| 3Y | +18.3% | +95.3% | -77.0% | -12.7% |
| 5Y | +9.6% | +108.1% | -98.6% | -22.7% |
| 10Y | +156.3% | +132.0% | +24.3% | +58.4% |
| All | +261.4% | +327.8% | -66.4% | +106.6% |
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