+185.4%
ARM vs HBM
+343.4%
-158.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -0.7% |
| 7D | -10.4% | +2.4% | -12.7% | -11.2% |
| 30D | -31.8% | -16.0% | -15.9% | -25.4% |
| 3M | -32.2% | -21.3% | -10.9% | -23.9% |
| 6M | -14.9% | -12.2% | -2.7% | -8.8% |
| YTD | +66.0% | +10.7% | +55.4% | +56.7% |
| 1Y | +17.2% | +30.3% | -13.1% | +2.4% |
| 3Y | +247.2% | +432.2% | -185.0% | +48.1% |
| All | +185.4% | +343.4% | -158.0% | +29.1% |
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