+174.6%
ARM vs HAS
+93.8%
+80.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +4.9% |
| 7D | -15.2% | -0.2% | -15.1% | -15.2% |
| 30D | -40.7% | +31.0% | -71.7% | -47.1% |
| 3M | -39.1% | +30.7% | -69.7% | -45.8% |
| 6M | -26.4% | +23.9% | -50.3% | -33.8% |
| YTD | +59.7% | +48.3% | +11.4% | +29.8% |
| 1Y | +10.3% | +60.2% | -49.9% | -14.1% |
| 3Y | +228.9% | +189.2% | +39.6% | +79.2% |
| All | +174.6% | +93.8% | +80.8% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling