+20.3%
ARM vs HAL
+17.1%
+3.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -5.3% | -7.9% | +2.6% | -4.4% |
| 30D | -30.0% | -2.1% | -28.0% | -29.5% |
| 3M | -34.1% | +0.4% | -34.5% | -33.8% |
| 6M | -12.6% | -19.2% | +6.6% | -9.4% |
| YTD | +70.4% | +14.4% | +56.1% | +54.3% |
| All | +20.3% | +17.1% | +3.2% | +8.7% |
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