+575.2%
HLT vs ARMK
+146.1%
+429.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.4% |
| 7D | -1.6% | +3.1% | -4.7% | -3.0% |
| 30D | -5.0% | -2.8% | -2.2% | -3.9% |
| 3M | -10.4% | +7.6% | -18.0% | -13.5% |
| 6M | +3.2% | +47.9% | -44.7% | -13.7% |
| YTD | +6.7% | +60.0% | -53.3% | -14.1% |
| 1Y | +10.3% | +52.2% | -42.0% | -9.5% |
| 3Y | +99.3% | +131.4% | -32.1% | +33.2% |
| 5Y | +143.7% | +163.2% | -19.5% | +53.0% |
| All | +575.2% | +146.1% | +429.2% | +330.0% |
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