+215.5%
XHB vs ARMK
+134.7%
+80.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | -8.3% | +2.4% | -10.7% | -9.3% |
| 3M | -7.1% | +6.1% | -13.2% | -9.4% |
| 6M | -5.3% | +41.8% | -47.0% | -17.7% |
| YTD | -3.2% | +55.5% | -58.7% | -19.1% |
| 1Y | -13.9% | +49.6% | -63.4% | -27.0% |
| 3Y | +24.9% | +122.8% | -97.9% | -10.8% |
| 5Y | +34.5% | +151.0% | -116.5% | -9.1% |
| 10Y | +215.5% | +137.9% | +77.5% | +105.6% |
| All | +215.5% | +134.7% | +80.7% | +105.6% |
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 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