+49.7%
USHY vs ARMK
+103.5%
-53.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.7% |
| 30D | -0.5% | -5.9% | +5.4% | 0.0% |
| 3M | +0.5% | +6.7% | -6.2% | -0.1% |
| 6M | +1.5% | +42.5% | -41.0% | -1.9% |
| YTD | +1.7% | +55.1% | -53.4% | -2.5% |
| 1Y | +3.5% | +50.3% | -46.8% | -0.6% |
| 3Y | +27.2% | +122.2% | -95.0% | +17.0% |
| 5Y | +21.0% | +155.2% | -134.2% | +9.3% |
| All | +49.7% | +103.5% | -53.8% | +37.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling