+199.6%
ARM vs HBM
+331.8%
-132.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.1% |
| 7D | +9.1% | +2.2% | +6.9% | +7.9% |
| 30D | -19.9% | -11.8% | -8.2% | -14.4% |
| 3M | -31.6% | -19.2% | -12.4% | -24.0% |
| 6M | -13.9% | -22.9% | +9.0% | -2.2% |
| YTD | +74.3% | +7.8% | +66.5% | +66.8% |
| 1Y | +35.8% | +34.9% | +0.9% | +17.0% |
| 3Y | +268.6% | +422.2% | -153.6% | +58.9% |
| All | +199.6% | +331.8% | -132.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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