+1,329.5%
THC vs ARMK
+123.7%
+1,205.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.5% | -3.9% |
| 7D | +3.7% | -2.6% | +6.3% | +4.9% |
| 30D | +9.0% | -5.2% | +14.2% | +11.7% |
| 3M | +10.4% | -6.5% | +16.9% | +13.4% |
| 6M | +45.7% | +15.3% | +30.4% | +30.2% |
| YTD | +42.6% | +43.6% | -1.0% | +9.5% |
| 1Y | +38.8% | +42.1% | -3.3% | +7.0% |
| 3Y | +418.8% | +94.0% | +324.8% | +211.0% |
| 5Y | +275.7% | +96.3% | +179.4% | +117.0% |
| All | +1,329.5% | +123.7% | +1,205.8% | +559.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling