+18.6%
HYG vs ARMK
+147.8%
-129.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -0.6% | -5.9% | +5.4% | +0.1% |
| 3M | +0.4% | +6.7% | -6.3% | -0.5% |
| 6M | +1.2% | +42.5% | -41.3% | -3.5% |
| YTD | +1.5% | +55.1% | -53.6% | -4.4% |
| 1Y | +3.2% | +50.3% | -47.1% | -2.5% |
| 3Y | +25.9% | +122.2% | -96.3% | +10.6% |
| 5Y | +18.6% | +155.2% | -136.6% | +1.4% |
| All | +18.6% | +147.8% | -129.2% | +1.4% |
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 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