+577.9%
HWM vs ARMK
+106.7%
+471.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +7.3% | +2.7% | +4.6% | +6.0% |
| 30D | +1.6% | -1.5% | +3.1% | +2.5% |
| 3M | -21.9% | -11.6% | -10.3% | -17.3% |
| 6M | -19.0% | +6.7% | -25.8% | -21.7% |
| YTD | +7.9% | +47.4% | -39.5% | -11.4% |
| 1Y | +9.9% | +41.5% | -31.5% | -8.1% |
| 3Y | +342.1% | +95.5% | +246.6% | +201.2% |
| All | +577.9% | +106.7% | +471.2% | +326.8% |
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