+664.8%
HUBS vs ARMK
+241.8%
+422.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.7% |
| 7D | -6.2% | +0.3% | -6.6% | -6.4% |
| 30D | +6.6% | +2.4% | +4.3% | +5.2% |
| 3M | +16.4% | +6.1% | +10.4% | +13.1% |
| 6M | -19.7% | +41.8% | -61.5% | -32.0% |
| YTD | -42.6% | +55.5% | -98.2% | -53.8% |
| 1Y | -54.2% | +49.6% | -103.8% | -62.4% |
| 3Y | -57.1% | +122.8% | -179.9% | -71.2% |
| 5Y | -66.2% | +151.0% | -217.2% | -78.4% |
| 10Y | +328.3% | +137.9% | +190.3% | +158.7% |
| All | +664.8% | +241.8% | +422.9% | +285.5% |
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 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