+147.9%
HSY vs ARMK
+334.6%
-186.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.2% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | +6.6% | -0.4% | +7.0% | +6.4% |
| 3M | -4.1% | -2.0% | -2.1% | -4.1% |
| 6M | -5.2% | +22.0% | -27.2% | -8.5% |
| YTD | -2.5% | +49.6% | -52.2% | -8.8% |
| 1Y | +4.7% | +46.4% | -41.6% | -1.7% |
| 3Y | +0.6% | +103.2% | -102.7% | -11.2% |
| 5Y | +11.7% | +108.1% | -96.4% | -3.2% |
| 10Y | +120.0% | +129.4% | -9.5% | +75.4% |
| All | +147.9% | +334.6% | -186.7% | +79.1% |
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