+86.1%
ARM vs HIG
+5.1%
+81.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +2.9% |
| 7D | +5.5% | +0.3% | +5.1% | +5.7% |
| 30D | -8.2% | -3.2% | -5.0% | -10.7% |
| 3M | -35.9% | +9.1% | -45.1% | -30.0% |
| 6M | +103.1% | -1.8% | +104.9% | +110.6% |
| YTD | +130.6% | +1.8% | +128.9% | +142.8% |
| 1Y | +86.1% | +4.6% | +81.5% | +105.5% |
| All | +86.1% | +5.1% | +81.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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