+82.9%
HST vs ARMK
+106.6%
-23.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.6% | +7.1% | -3.5% | -0.1% |
| 30D | +9.9% | -1.6% | +11.5% | +10.5% |
| 3M | +12.9% | -10.5% | +23.5% | +19.1% |
| 6M | +22.9% | +11.8% | +11.1% | +14.1% |
| YTD | +52.4% | +47.3% | +5.1% | +20.4% |
| 1Y | +52.5% | +41.5% | +11.1% | +23.2% |
| 3Y | +87.4% | +95.3% | -7.9% | +19.3% |
| 5Y | +82.9% | +108.1% | -25.2% | +4.7% |
| All | +82.9% | +106.6% | -23.6% | +4.7% |
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