+10.3%
ARM vs HD
-5.0%
+15.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.6% | +4.9% |
| 7D | -15.2% | +4.3% | -19.6% | -15.7% |
| 30D | -40.7% | +20.2% | -60.9% | -43.2% |
| 3M | -39.1% | -1.0% | -38.1% | -38.1% |
| 6M | -26.4% | +7.9% | -34.3% | -28.4% |
| YTD | +59.7% | +2.0% | +57.8% | +58.4% |
| 1Y | +10.3% | -4.3% | +14.6% | +9.3% |
| All | +10.3% | -5.0% | +15.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling