-91.6%
HTZ vs ARMK
+105.0%
-196.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.2% | +13.4% | +11.6% |
| 7D | +18.9% | -5.8% | +24.8% | +22.9% |
| 30D | +26.3% | -5.3% | +31.5% | +29.4% |
| 3M | +49.7% | -6.7% | +56.4% | +54.3% |
| 6M | -61.1% | +17.4% | -78.5% | -65.6% |
| YTD | -56.0% | +43.0% | -99.1% | -65.7% |
| 1Y | -66.4% | +40.3% | -106.7% | -73.4% |
| 3Y | -75.8% | +90.8% | -166.6% | -85.0% |
| 5Y | -93.1% | +102.2% | -195.3% | -96.1% |
| All | -91.6% | +105.0% | -196.6% | -95.1% |
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