+270.9%
XHB vs ARMK
+350.8%
-79.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | -1.3% | -2.4% | +1.1% | -0.4% |
| 30D | -6.9% | 0.0% | -6.9% | -7.0% |
| 3M | -1.3% | +6.7% | -7.9% | -3.9% |
| 6M | -6.8% | +38.8% | -45.6% | -18.4% |
| YTD | +0.7% | +55.2% | -54.5% | -15.8% |
| 1Y | -11.2% | +46.6% | -57.9% | -24.2% |
| 3Y | +25.3% | +112.9% | -87.6% | -9.0% |
| 5Y | +37.3% | +144.0% | -106.6% | -6.5% |
| 10Y | +211.5% | +132.4% | +79.1% | +100.0% |
| All | +270.9% | +350.8% | -79.9% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling