+129.5%
HSY vs ARMK
+137.5%
-8.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -1.6% | +1.7% | -3.2% | -1.8% |
| 30D | -4.2% | +3.1% | -7.4% | -4.7% |
| 3M | -0.7% | +9.2% | -9.9% | -2.1% |
| 6M | -21.8% | +43.7% | -65.5% | -25.9% |
| YTD | -2.7% | +57.4% | -60.0% | -9.1% |
| 1Y | -4.8% | +51.9% | -56.7% | -10.7% |
| 3Y | -9.4% | +125.4% | -134.8% | -20.6% |
| 5Y | +11.3% | +149.1% | -137.8% | -5.4% |
| All | +129.5% | +137.5% | -8.0% | +85.9% |
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