+137.9%
HST vs ARMK
+131.1%
+6.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +0.5% |
| 7D | -1.1% | +0.9% | -2.1% | -1.7% |
| 30D | +11.6% | -0.4% | +12.0% | +11.5% |
| 3M | +9.5% | -2.0% | +11.5% | +9.7% |
| 6M | +18.9% | +22.0% | -3.0% | +5.6% |
| YTD | +51.0% | +49.6% | +1.4% | +19.9% |
| 1Y | +53.0% | +46.4% | +6.6% | +22.8% |
| 3Y | +87.5% | +103.2% | -15.7% | +22.7% |
| 5Y | +76.7% | +108.1% | -31.5% | +12.6% |
| 10Y | +137.9% | +129.4% | +8.5% | +34.2% |
| All | +137.9% | +131.1% | +6.8% | +34.2% |
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