+296.4%
ARM vs HDB
-28.0%
+324.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +5.5% | +0.4% | +5.0% | +5.3% |
| 30D | -8.2% | -2.8% | -5.4% | -7.4% |
| 3M | -35.9% | -3.5% | -32.4% | -35.5% |
| 6M | +103.1% | -24.7% | +127.8% | +118.4% |
| YTD | +130.6% | -36.6% | +167.2% | +158.7% |
| 1Y | +86.1% | -34.4% | +120.4% | +106.4% |
| All | +296.4% | -28.0% | +324.4% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling