+47.5%
HUBB vs ARMK
+125.3%
-77.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | +4.8% | +1.7% | +3.1% | +4.2% |
| 30D | -9.3% | +3.1% | -12.4% | -10.4% |
| 3M | -3.9% | +9.2% | -13.1% | -7.1% |
| 6M | -0.8% | +43.7% | -44.5% | -14.6% |
| YTD | +5.6% | +57.4% | -51.8% | -13.0% |
| 1Y | +7.7% | +51.9% | -44.1% | -10.1% |
| 3Y | +47.5% | +125.4% | -77.9% | +4.6% |
| All | +47.5% | +125.3% | -77.8% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling