+174.6%
ARM vs HBM
+322.4%
-147.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +3.9% |
| 7D | -15.2% | -3.6% | -11.6% | -13.5% |
| 30D | -40.7% | -19.2% | -21.5% | -33.8% |
| 3M | -39.1% | -20.5% | -18.6% | -32.0% |
| 6M | -26.4% | -12.8% | -13.6% | -20.6% |
| YTD | +59.7% | +5.4% | +54.3% | +54.5% |
| 1Y | +10.3% | +33.0% | -22.6% | -4.3% |
| 3Y | +228.9% | +357.3% | -128.5% | +48.9% |
| All | +174.6% | +322.4% | -147.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling