+1,523.0%
HWM vs ARMK
+123.7%
+1,399.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.0% | +0.2% |
| 7D | +3.3% | -2.6% | +5.9% | +4.8% |
| 30D | -7.6% | -5.2% | -2.4% | -5.0% |
| 3M | -28.9% | -6.5% | -22.4% | -26.6% |
| 6M | -19.7% | +15.3% | -34.9% | -25.7% |
| YTD | +0.5% | +43.6% | -43.1% | -17.2% |
| 1Y | +0.3% | +42.1% | -41.8% | -17.2% |
| 3Y | +325.8% | +94.0% | +231.8% | +192.0% |
| 5Y | +524.7% | +96.3% | +428.5% | +317.0% |
| All | +1,523.0% | +123.7% | +1,399.3% | +1,009.2% |
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 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