+608.7%
THC vs ARMK
+299.4%
+309.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | +0.4% |
| 7D | +5.9% | -10.2% | +16.1% | +12.6% |
| 30D | +10.8% | -9.3% | +20.1% | +16.8% |
| 3M | +9.4% | -11.4% | +20.8% | +16.3% |
| 6M | +53.3% | +11.6% | +41.6% | +40.2% |
| YTD | +44.2% | +37.5% | +6.7% | +14.6% |
| 1Y | +37.3% | +34.9% | +2.4% | +10.2% |
| 3Y | +421.6% | +83.4% | +338.2% | +228.8% |
| 5Y | +279.8% | +87.9% | +191.9% | +129.4% |
| 10Y | +1,513.9% | +117.0% | +1,396.9% | +665.0% |
| All | +608.7% | +299.4% | +309.3% | +207.2% |
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