+296.4%
ARM vs HAL
-6.5%
+302.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +5.5% | +2.9% | +2.5% | +4.4% |
| 30D | -8.2% | +17.0% | -25.2% | -13.4% |
| 3M | -35.9% | -9.7% | -26.3% | -33.7% |
| 6M | +103.1% | +8.6% | +94.5% | +93.7% |
| YTD | +130.6% | +33.0% | +97.6% | +101.3% |
| 1Y | +86.1% | +68.3% | +17.8% | +45.0% |
| All | +296.4% | -6.5% | +302.9% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling