+214.0%
ARM vs HD
+28.2%
+185.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.5% | -11.5% | -12.3% |
| 7D | -27.1% | +6.4% | -33.5% | -29.7% |
| 30D | -44.9% | +22.1% | -67.0% | -51.3% |
| 3M | -39.3% | -0.2% | -39.1% | -39.4% |
| 6M | -20.2% | +12.6% | -32.8% | -27.2% |
| YTD | +52.5% | +3.9% | +48.6% | +45.9% |
| 1Y | +4.1% | -3.7% | +7.8% | +5.2% |
| All | +214.0% | +28.2% | +185.7% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling