+26.8%
XHB vs ARMK
+125.3%
-98.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.0% |
| 7D | +0.2% | +1.7% | -1.5% | -0.5% |
| 30D | -9.1% | +3.1% | -12.2% | -10.3% |
| 3M | -2.3% | +9.2% | -11.5% | -5.9% |
| 6M | -4.1% | +43.7% | -47.8% | -17.6% |
| YTD | -1.7% | +57.4% | -59.1% | -18.8% |
| 1Y | -15.1% | +51.9% | -67.0% | -28.9% |
| 3Y | +26.8% | +125.4% | -98.6% | -10.5% |
| All | +26.8% | +125.3% | -98.4% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling