+240.9%
XHB vs ARMK
+130.7%
+110.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -4.1% | +2.8% | -6.9% | -5.2% |
| 30D | +9.6% | -1.8% | +11.4% | +9.9% |
| 3M | -6.0% | -10.9% | +4.9% | -2.2% |
| 6M | +2.2% | +21.2% | -19.0% | -6.1% |
| YTD | +1.1% | +47.0% | -45.9% | -14.0% |
| 1Y | -1.7% | +42.9% | -44.6% | -15.5% |
| 3Y | +36.5% | +95.0% | -58.5% | +2.2% |
| 5Y | +33.5% | +106.2% | -72.8% | -3.3% |
| 10Y | +240.9% | +131.6% | +109.3% | +125.6% |
| All | +240.9% | +130.7% | +110.2% | +125.6% |
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