+344.1%
HUM vs ARMK
+350.8%
-6.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +4.2% | -2.4% | +6.6% | +4.7% |
| 30D | +10.4% | 0.0% | +10.3% | +10.1% |
| 3M | +15.1% | +6.7% | +8.4% | +13.1% |
| 6M | +120.9% | +38.8% | +82.1% | +103.9% |
| YTD | +57.9% | +55.2% | +2.8% | +41.7% |
| 1Y | +30.6% | +46.6% | -16.1% | +18.6% |
| 3Y | -9.6% | +112.9% | -122.5% | -25.8% |
| 5Y | +1.6% | +144.0% | -142.4% | -21.1% |
| 10Y | +146.4% | +132.4% | +14.0% | +81.5% |
| All | +344.1% | +350.8% | -6.7% | +200.1% |
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