+1,524.1%
HWM vs ARMK
+123.7%
+1,400.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -1.9% | +0.3% |
| 7D | +3.4% | -2.6% | +6.0% | +4.9% |
| 30D | -7.5% | -5.2% | -2.3% | -4.9% |
| 3M | -28.9% | -6.5% | -22.4% | -26.6% |
| 6M | -19.6% | +15.3% | -34.9% | -25.6% |
| YTD | +0.6% | +43.6% | -43.0% | -17.1% |
| 1Y | +0.3% | +42.1% | -41.7% | -17.1% |
| 3Y | +326.1% | +94.0% | +232.1% | +192.2% |
| 5Y | +525.2% | +96.3% | +428.9% | +317.3% |
| All | +1,524.1% | +123.7% | +1,400.4% | +1,010.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling