+296.4%
ARM vs HBM
+453.9%
-157.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.9% | +4.4% |
| 7D | +5.5% | -6.4% | +11.8% | +8.7% |
| 30D | -8.2% | +5.9% | -14.1% | -11.4% |
| 3M | -35.9% | -8.9% | -27.0% | -33.7% |
| 6M | +103.1% | +10.7% | +92.4% | +92.3% |
| YTD | +130.6% | +38.3% | +92.4% | +94.2% |
| 1Y | +86.1% | +121.3% | -35.3% | +26.3% |
| All | +296.4% | +453.9% | -157.5% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling