+162.2%
ARM vs HDB
-23.3%
+185.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.5% | -14.6% | -13.5% |
| 7D | -27.1% | +13.3% | -40.4% | -30.2% |
| 30D | -44.9% | +10.2% | -55.1% | -46.8% |
| 3M | -39.3% | +3.6% | -42.8% | -40.2% |
| 6M | -20.2% | -0.5% | -19.6% | -20.5% |
| YTD | +52.5% | -32.4% | +84.9% | +67.2% |
| 1Y | +4.1% | -31.1% | +35.1% | +13.4% |
| 3Y | +211.7% | -12.6% | +224.3% | +223.5% |
| All | +162.2% | -23.3% | +185.5% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling