+228.9%
ARM vs HCA
+118.8%
+110.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +4.6% |
| 7D | -15.2% | +4.6% | -19.8% | -14.8% |
| 30D | -40.7% | +12.7% | -53.4% | -40.2% |
| 3M | -39.1% | +21.3% | -60.4% | -38.3% |
| 6M | -26.4% | +15.7% | -42.1% | -24.4% |
| YTD | +59.7% | +6.6% | +53.2% | +64.4% |
| 1Y | +10.3% | +5.7% | +4.6% | +13.5% |
| 3Y | +228.9% | +119.2% | +109.6% | +127.5% |
| All | +228.9% | +118.8% | +110.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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