+147.4%
HSY vs ARMK
+350.8%
-203.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -3.3% | -2.4% | -0.9% | -2.9% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | -4.5% | +6.7% | -11.1% | -5.5% |
| 6M | -24.2% | +38.8% | -63.0% | -28.1% |
| YTD | -2.7% | +55.2% | -57.9% | -9.3% |
| 1Y | -3.7% | +46.6% | -50.4% | -9.5% |
| 3Y | -11.5% | +112.9% | -124.4% | -22.3% |
| 5Y | +10.3% | +144.0% | -133.6% | -6.7% |
| 10Y | +122.1% | +132.4% | -10.3% | +77.4% |
| All | +147.4% | +350.8% | -203.4% | +78.3% |
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