-93.4%
HTZ vs ARMK
+97.0%
-190.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.9% | -16.9% | -18.4% |
| 7D | -7.7% | -10.2% | +2.5% | -1.4% |
| 30D | -13.1% | -9.3% | -3.8% | -8.1% |
| 3M | +14.7% | -11.4% | +26.1% | +22.7% |
| 6M | -70.6% | +11.6% | -82.2% | -73.1% |
| YTD | -65.2% | +37.5% | -102.6% | -72.0% |
| 1Y | -73.2% | +34.9% | -108.1% | -78.1% |
| 3Y | -80.8% | +83.4% | -164.3% | -87.7% |
| 5Y | -94.8% | +87.9% | -182.7% | -96.9% |
| All | -93.4% | +97.0% | -190.4% | -96.0% |
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