+193.0%
ARM vs HDB
-19.8%
+212.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | +5.9% |
| 7D | -5.3% | +13.7% | -19.0% | -9.2% |
| 30D | -30.0% | +15.8% | -45.9% | -33.5% |
| 3M | -34.1% | +9.2% | -43.3% | -36.1% |
| 6M | -12.6% | +3.2% | -15.8% | -14.0% |
| YTD | +70.4% | -29.4% | +99.8% | +84.4% |
| 1Y | +22.3% | -27.9% | +50.2% | +31.5% |
| 3Y | +261.2% | -5.9% | +267.1% | +260.6% |
| All | +193.0% | -19.8% | +212.8% | +247.3% |
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