-58.8%
HUBS vs ARMK
+120.6%
-179.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -12.4% | -0.9% | -11.5% | -12.1% |
| 30D | +1.4% | -5.9% | +7.3% | +3.3% |
| 3M | +16.0% | +6.7% | +9.3% | +13.1% |
| 6M | -17.0% | +42.5% | -59.5% | -27.1% |
| YTD | -44.3% | +55.1% | -99.4% | -53.4% |
| 1Y | -54.3% | +50.3% | -104.6% | -61.2% |
| All | -58.8% | +120.6% | -179.3% | -69.5% |
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