+149.4%
HST vs ARMK
+330.5%
-181.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +14.5% | -1.3% | +15.8% | +14.9% |
| 3M | +15.4% | -2.5% | +17.9% | +15.9% |
| 6M | +22.0% | +20.8% | +1.2% | +9.1% |
| YTD | +54.9% | +48.2% | +6.7% | +24.2% |
| 1Y | +54.0% | +45.7% | +8.2% | +24.5% |
| 3Y | +90.4% | +96.6% | -6.1% | +28.1% |
| 5Y | +84.2% | +106.6% | -22.3% | +19.3% |
| 10Y | +144.6% | +132.6% | +12.0% | +38.2% |
| All | +149.4% | +330.5% | -181.1% | +24.6% |
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