+37.3%
XHB vs ARMK
+148.1%
-110.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.1% |
| 7D | +0.2% | +1.7% | -1.5% | -0.6% |
| 30D | -9.1% | +3.1% | -12.2% | -10.6% |
| 3M | -2.3% | +9.2% | -11.5% | -6.5% |
| 6M | -4.1% | +43.7% | -47.8% | -19.9% |
| YTD | -1.7% | +57.4% | -59.1% | -21.6% |
| 1Y | -15.1% | +51.9% | -67.0% | -31.2% |
| 3Y | +26.8% | +125.4% | -98.6% | -18.4% |
| 5Y | +37.3% | +149.1% | -111.7% | -18.1% |
| All | +37.3% | +148.1% | -110.8% | -18.1% |
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