+37.9%
XHB vs ARMK
+108.4%
-70.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +1.6% |
| 7D | +1.3% | +0.9% | +0.4% | +0.7% |
| 30D | +11.8% | -0.4% | +12.2% | +11.4% |
| 3M | -3.8% | -2.0% | -1.9% | -3.7% |
| 6M | +4.1% | +22.0% | -17.9% | -6.8% |
| YTD | +4.0% | +49.6% | -45.7% | -16.1% |
| 1Y | +1.6% | +46.4% | -44.8% | -17.2% |
| 3Y | +43.2% | +103.2% | -60.0% | -5.1% |
| All | +37.9% | +108.4% | -70.5% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling