+35.8%
ARM vs HAL
+21.0%
+14.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.4% | +8.7% | +11.4% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -20.3% | +1.0% | -21.3% | -20.2% |
| 3M | -24.4% | -2.1% | -22.3% | -23.9% |
| 6M | -4.4% | -17.5% | +13.1% | -0.9% |
| YTD | +86.0% | +18.1% | +67.9% | +67.1% |
| 1Y | +35.8% | +19.7% | +16.1% | +22.2% |
| All | +35.8% | +21.0% | +14.8% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling