-20.2%
ARM vs HAL
-23.0%
+2.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.3% | -9.8% | -13.2% |
| 7D | -27.1% | -11.1% | -16.0% | -28.1% |
| 30D | -44.9% | -2.4% | -42.5% | -44.5% |
| 3M | -39.3% | +0.8% | -40.1% | -37.9% |
| 6M | -20.2% | -22.8% | +2.6% | -16.9% |
| All | -20.2% | -23.0% | +2.9% | -16.9% |
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