-66.4%
HUBS vs ARMK
+160.7%
-227.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.9% |
| 7D | -9.0% | +3.1% | -12.1% | -10.5% |
| 30D | +7.2% | -2.8% | +10.0% | +8.6% |
| 3M | +20.9% | +7.6% | +13.3% | +15.5% |
| 6M | -13.0% | +47.9% | -60.9% | -31.5% |
| YTD | -43.8% | +60.0% | -103.9% | -58.5% |
| 1Y | -54.6% | +52.2% | -106.9% | -65.4% |
| 3Y | -58.5% | +131.4% | -189.9% | -77.4% |
| All | -66.4% | +160.7% | -227.0% | -83.9% |
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