+467.2%
HUBB vs ARMK
+357.2%
+110.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | +4.8% | +1.7% | +3.1% | +4.2% |
| 30D | -9.3% | +3.1% | -12.4% | -10.3% |
| 3M | -3.9% | +9.2% | -13.1% | -6.8% |
| 6M | -0.8% | +43.7% | -44.5% | -12.9% |
| YTD | +5.6% | +57.4% | -51.8% | -10.3% |
| 1Y | +7.7% | +51.9% | -44.1% | -7.5% |
| 3Y | +47.5% | +125.4% | -77.9% | +9.6% |
| 5Y | +153.7% | +149.1% | +4.6% | +78.9% |
| 10Y | +433.0% | +135.4% | +297.6% | +258.3% |
| All | +467.2% | +357.2% | +110.0% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling