+199.6%
ARM vs HAL
-14.8%
+214.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.7% | -5.7% |
| 7D | +9.1% | +6.1% | +3.0% | +6.9% |
| 30D | -19.9% | +2.9% | -22.8% | -20.6% |
| 3M | -31.6% | +3.3% | -35.0% | -32.5% |
| 6M | -13.9% | -16.9% | +3.0% | -8.5% |
| YTD | +74.3% | +21.2% | +53.1% | +57.0% |
| 1Y | +35.8% | +27.5% | +8.2% | +19.6% |
| 3Y | +268.6% | -6.4% | +275.0% | +219.2% |
| All | +199.6% | -14.8% | +214.4% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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