+1,579.2%
HWM vs ARMK
+131.1%
+1,448.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | -3.9% | -0.4% | -3.6% | -3.5% |
| 3M | -23.2% | -2.0% | -21.3% | -22.6% |
| 6M | -20.0% | +22.0% | -41.9% | -28.0% |
| YTD | +5.7% | +49.6% | -43.9% | -14.7% |
| 1Y | +4.9% | +46.4% | -41.5% | -14.6% |
| 3Y | +347.0% | +103.2% | +243.8% | +199.7% |
| 5Y | +563.0% | +108.1% | +454.9% | +329.9% |
| 10Y | +1,579.2% | +129.4% | +1,449.7% | +1,021.4% |
| All | +1,579.2% | +131.1% | +1,448.1% | +1,021.4% |
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 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