+199.6%
ARM vs HD
+15.0%
+184.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | +9.1% | +1.5% | +7.6% | +8.3% |
| 30D | -19.9% | +18.0% | -37.9% | -28.1% |
| 3M | -31.6% | +2.8% | -34.4% | -33.1% |
| 6M | -13.9% | +17.0% | -30.8% | -24.2% |
| YTD | +74.3% | +3.5% | +70.8% | +66.4% |
| 1Y | +35.8% | -2.6% | +38.4% | +35.6% |
| 3Y | +268.6% | +30.7% | +237.9% | +141.7% |
| All | +199.6% | +15.0% | +184.6% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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