+431.6%
HUBB vs ARMK
+139.2%
+292.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -9.6% | +2.4% | -12.0% | -10.4% |
| 3M | -6.2% | +6.1% | -12.2% | -8.1% |
| 6M | -6.2% | +41.8% | -47.9% | -17.3% |
| YTD | +3.4% | +55.5% | -52.2% | -12.1% |
| 1Y | +5.3% | +49.6% | -44.3% | -9.3% |
| 3Y | +44.4% | +122.8% | -78.4% | +7.2% |
| 5Y | +152.4% | +151.0% | +1.4% | +76.5% |
| All | +431.6% | +139.2% | +292.4% | +266.1% |
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 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