+126.5%
HUBB vs ARMK
+106.7%
+19.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +1.8% | +2.7% | -0.9% | +0.7% |
| 30D | -7.7% | -1.5% | -6.2% | -7.2% |
| 3M | -13.6% | -11.6% | -2.0% | -9.4% |
| 6M | -9.1% | +6.7% | -15.9% | -11.7% |
| YTD | -0.7% | +47.4% | -48.2% | -16.1% |
| 1Y | +1.1% | +41.5% | -40.4% | -13.1% |
| 3Y | +56.2% | +95.5% | -39.4% | +16.0% |
| All | +126.5% | +106.7% | +19.8% | +57.3% |
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 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