+308.1%
HUBS vs ARMK
+146.1%
+162.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.5% |
| 7D | -9.0% | +3.1% | -12.1% | -10.2% |
| 30D | +7.2% | -2.8% | +10.0% | +8.3% |
| 3M | +20.9% | +7.6% | +13.3% | +16.8% |
| 6M | -13.0% | +47.9% | -60.9% | -27.2% |
| YTD | -43.8% | +60.0% | -103.9% | -55.0% |
| 1Y | -54.6% | +52.2% | -106.9% | -62.8% |
| 3Y | -58.5% | +131.4% | -189.9% | -72.2% |
| 5Y | -66.4% | +163.2% | -229.6% | -78.6% |
| All | +308.1% | +146.1% | +162.1% | +159.3% |
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 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