+152.4%
HUBB vs ARMK
+146.8%
+5.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.3% |
| 6M | -6.2% | +41.8% | -47.9% | -18.5% |
| YTD | +3.4% | +55.5% | -52.2% | -13.8% |
| 1Y | +5.3% | +49.6% | -44.3% | -11.0% |
| 3Y | +44.4% | +122.8% | -78.4% | +3.4% |
| 5Y | +152.4% | +151.0% | +1.4% | +67.9% |
| All | +152.4% | +146.8% | +5.5% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling