+50.0%
HUM vs ARMK
+41.1%
+8.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.6% |
| 7D | +1.6% | -5.8% | +7.4% | +2.6% |
| 30D | +3.5% | -5.3% | +8.8% | +4.4% |
| 3M | +15.5% | -6.7% | +22.2% | +16.8% |
| 6M | +76.2% | +17.4% | +58.8% | +66.7% |
| YTD | +64.5% | +43.0% | +21.5% | +44.3% |
| 1Y | +50.0% | +40.3% | +9.7% | +32.4% |
| All | +50.0% | +41.1% | +8.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling