+17.2%
ARM vs HDB
-27.5%
+44.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.8% |
| 7D | -10.4% | +12.7% | -23.1% | -14.4% |
| 30D | -31.8% | +16.6% | -48.4% | -36.1% |
| 3M | -32.2% | +10.8% | -43.0% | -34.9% |
| 6M | -14.9% | +3.8% | -18.7% | -16.8% |
| YTD | +66.0% | -28.9% | +94.9% | +65.3% |
| 1Y | +17.2% | -28.0% | +45.2% | +16.6% |
| All | +17.2% | -27.5% | +44.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling