+428.6%
HUBB vs ARMK
+138.5%
+290.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -12.7% | -5.9% | -6.7% | -10.8% |
| 3M | -2.9% | +6.7% | -9.6% | -5.2% |
| 6M | -4.8% | +42.5% | -47.3% | -16.3% |
| YTD | +2.8% | +55.1% | -52.4% | -12.5% |
| 1Y | +3.5% | +50.3% | -46.8% | -11.0% |
| 3Y | +43.5% | +122.2% | -78.6% | +6.7% |
| 5Y | +154.2% | +155.2% | -1.0% | +76.8% |
| All | +428.6% | +138.5% | +290.0% | +264.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling