+103.1%
ARM vs HAL
+6.6%
+96.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.9% |
| 7D | +5.5% | +2.9% | +2.5% | +5.4% |
| 30D | -8.2% | +17.0% | -25.2% | -8.3% |
| 3M | -35.9% | -9.7% | -26.3% | -33.4% |
| 6M | +103.1% | +8.6% | +94.5% | +94.6% |
| All | +103.1% | +6.6% | +96.5% | +94.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling