+68.8%
HYG vs ARMK
+357.2%
-288.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -0.1% | +3.1% | -3.2% | -0.4% |
| 3M | +1.0% | +9.2% | -8.3% | 0.0% |
| 6M | +2.3% | +43.7% | -41.4% | -1.5% |
| YTD | +2.1% | +57.4% | -55.2% | -2.6% |
| 1Y | +3.8% | +51.9% | -48.1% | -0.8% |
| 3Y | +26.7% | +125.4% | -98.7% | +15.6% |
| 5Y | +19.3% | +149.1% | -129.8% | +7.0% |
| 10Y | +55.3% | +135.4% | -80.2% | +38.2% |
| All | +68.8% | +357.2% | -288.4% | +45.4% |
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 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