+296.4%
ARM vs HD
+5.9%
+290.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.3% |
| 7D | +5.5% | -2.1% | +7.5% | +6.9% |
| 30D | -8.2% | -8.4% | +0.2% | -2.9% |
| 3M | -35.9% | +4.3% | -40.3% | -38.9% |
| 6M | +103.1% | -11.1% | +114.3% | +117.8% |
| YTD | +130.6% | -4.7% | +135.3% | +132.9% |
| 1Y | +86.1% | -19.8% | +105.9% | +115.8% |
| All | +296.4% | +5.9% | +290.5% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling