+185.4%
ARM vs HD
+15.8%
+169.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -10.4% | +5.2% | -15.6% | -12.9% |
| 30D | -31.8% | +20.7% | -52.6% | -39.6% |
| 3M | -32.2% | +0.8% | -33.0% | -32.8% |
| 6M | -14.9% | +12.2% | -27.1% | -22.8% |
| YTD | +66.0% | +4.2% | +61.8% | +58.0% |
| 1Y | +17.2% | -2.6% | +19.8% | +17.2% |
| 3Y | +247.2% | +30.0% | +217.2% | +131.3% |
| All | +185.4% | +15.8% | +169.6% | +155.2% |
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