+89.6%
HST vs ARMK
+96.1%
-6.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.3% | +2.8% | -4.1% | -2.2% |
| 30D | +13.4% | -1.8% | +15.1% | +13.9% |
| 3M | +16.7% | -10.9% | +27.6% | +21.3% |
| 6M | +24.0% | +21.2% | +2.8% | +13.7% |
| YTD | +54.0% | +47.0% | +6.9% | +30.2% |
| 1Y | +55.0% | +42.9% | +12.2% | +32.6% |
| All | +89.6% | +96.1% | -6.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling