+4.8%
HUM vs ARMK
+147.8%
-143.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | +7.5% | -5.9% | +13.4% | +8.7% |
| 3M | +10.2% | +6.7% | +3.5% | +8.6% |
| 6M | +132.5% | +42.5% | +90.0% | +116.3% |
| YTD | +57.6% | +55.1% | +2.5% | +43.9% |
| 1Y | +48.6% | +50.3% | -1.7% | +36.4% |
| 3Y | -11.2% | +122.2% | -133.3% | -24.5% |
| 5Y | +4.8% | +155.2% | -150.4% | -15.0% |
| All | +4.8% | +147.8% | -143.0% | -15.0% |
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