+199.6%
ARM vs HDB
-19.8%
+219.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | +9.1% | +2.7% | +6.4% | +8.2% |
| 30D | -19.9% | +14.1% | -34.1% | -23.5% |
| 3M | -31.6% | +11.8% | -43.4% | -34.2% |
| 6M | -13.9% | +8.2% | -22.0% | -16.5% |
| YTD | +74.3% | -29.3% | +103.6% | +88.5% |
| 1Y | +35.8% | -28.8% | +64.6% | +46.5% |
| 3Y | +268.6% | -7.5% | +276.1% | +273.4% |
| All | +199.6% | -19.8% | +219.4% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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