+48.2%
USHY vs ARMK
+93.1%
-45.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.3% | +7.1% | -7.4% | -0.9% |
| 30D | +0.3% | -1.6% | +1.9% | +0.4% |
| 3M | -1.7% | -10.5% | +8.8% | -0.8% |
| 6M | -0.4% | +11.8% | -12.2% | -1.6% |
| YTD | +0.7% | +47.3% | -46.5% | -3.1% |
| 1Y | +1.8% | +41.5% | -39.7% | -1.8% |
| 3Y | +25.3% | +95.3% | -70.0% | +16.6% |
| 5Y | +19.9% | +108.1% | -88.3% | +10.0% |
| All | +48.2% | +93.1% | -45.0% | +36.8% |
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