+296.4%
ARM vs HCA
+56.7%
+239.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.9% |
| 7D | +5.5% | -3.1% | +8.5% | +5.4% |
| 30D | -8.2% | -1.1% | -7.1% | -8.2% |
| 3M | -35.9% | +12.2% | -48.1% | -36.2% |
| 6M | +103.1% | -25.3% | +128.5% | +114.4% |
| YTD | +130.6% | -12.9% | +143.6% | +134.6% |
| 1Y | +86.1% | -0.9% | +87.0% | +81.6% |
| All | +296.4% | +56.7% | +239.7% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling