+1,773.8%
HWM vs ARMK
+137.2%
+1,636.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -2.1% | -2.4% | +0.3% | -0.8% |
| 30D | -11.0% | 0.0% | -11.0% | -11.1% |
| 3M | +4.0% | +6.7% | -2.6% | +0.5% |
| 6M | -0.2% | +38.8% | -39.0% | -15.8% |
| YTD | +26.7% | +55.2% | -28.5% | +0.4% |
| 1Y | +44.7% | +46.6% | -1.9% | +17.5% |
| 3Y | +426.1% | +112.9% | +313.2% | +243.9% |
| 5Y | +738.5% | +144.0% | +594.5% | +401.5% |
| All | +1,773.8% | +137.2% | +1,636.7% | +1,126.2% |
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 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