+162.2%
ARM vs HAS
+94.8%
+67.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.7% | -11.4% | -12.4% |
| 7D | -27.1% | 0.0% | -27.1% | -27.1% |
| 30D | -44.9% | +31.3% | -76.2% | -50.9% |
| 3M | -39.3% | +32.1% | -71.4% | -46.2% |
| 6M | -20.2% | +28.1% | -48.3% | -29.3% |
| YTD | +52.5% | +49.1% | +3.4% | +23.7% |
| 1Y | +4.1% | +60.5% | -56.4% | -19.0% |
| 3Y | +211.7% | +183.9% | +27.8% | +70.7% |
| All | +162.2% | +94.8% | +67.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling