-6.1%
HUM vs ARMK
+96.6%
-102.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +2.7% | +1.1% | +3.2% |
| 30D | +5.5% | -1.5% | +7.0% | +5.6% |
| 3M | +17.1% | -11.6% | +28.7% | +19.7% |
| 6M | +48.3% | +6.7% | +41.5% | +45.5% |
| YTD | +77.4% | +47.4% | +30.0% | +62.2% |
| 1Y | +92.6% | +41.5% | +51.1% | +77.5% |
| 3Y | -6.1% | +95.5% | -101.6% | -14.2% |
| All | -6.1% | +96.6% | -102.7% | -14.2% |
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