+1,484.2%
HWM vs ARMK
+126.5%
+1,357.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | -1.8% | -0.7% | -1.0% | -1.3% |
| 30D | -2.7% | -1.3% | -1.4% | -1.8% |
| 3M | -22.7% | -2.5% | -20.3% | -21.9% |
| 6M | -18.9% | +20.8% | -39.7% | -26.7% |
| YTD | +7.1% | +48.2% | -41.1% | -13.1% |
| 1Y | +4.7% | +45.7% | -41.1% | -14.6% |
| 3Y | +345.6% | +96.6% | +249.0% | +203.9% |
| 5Y | +588.3% | +106.6% | +481.7% | +348.0% |
| 10Y | +1,516.2% | +132.6% | +1,383.6% | +986.8% |
| All | +1,484.2% | +126.5% | +1,357.8% | +960.9% |
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