+193.0%
ARM vs HAL
-19.6%
+212.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.6% |
| 7D | -5.3% | -7.9% | +2.6% | -2.5% |
| 30D | -30.0% | -2.1% | -28.0% | -29.4% |
| 3M | -34.1% | +0.4% | -34.5% | -34.4% |
| 6M | -12.6% | -19.2% | +6.6% | -6.5% |
| YTD | +70.4% | +14.4% | +56.1% | +56.7% |
| 1Y | +22.3% | +18.0% | +4.3% | +10.7% |
| 3Y | +261.2% | -9.7% | +270.9% | +219.5% |
| All | +193.0% | -19.6% | +212.5% | +158.5% |
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