+50.4%
USHY vs ARMK
+104.0%
-53.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.1% | +0.3% | -0.5% | -0.2% |
| 30D | 0.0% | +2.4% | -2.4% | -0.3% |
| 3M | +0.8% | +6.1% | -5.2% | +0.2% |
| 6M | +1.9% | +41.8% | -39.8% | -1.5% |
| YTD | +2.3% | +55.5% | -53.3% | -2.1% |
| 1Y | +4.1% | +49.6% | -45.4% | +0.1% |
| 3Y | +27.8% | +122.8% | -95.0% | +17.5% |
| 5Y | +21.5% | +151.0% | -129.5% | +9.9% |
| All | +50.4% | +104.0% | -53.6% | +38.3% |
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