+88.0%
ARM vs HIG
+5.4%
+82.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +2.1% |
| 7D | +11.4% | -1.1% | +12.4% | +10.4% |
| 30D | -7.4% | -4.9% | -2.5% | -11.3% |
| 3M | -24.5% | +6.8% | -31.3% | -19.4% |
| 6M | +128.7% | -1.7% | +130.3% | +135.6% |
| YTD | +139.3% | -0.2% | +139.5% | +147.9% |
| 1Y | +88.0% | +5.7% | +82.3% | +107.0% |
| All | +88.0% | +5.4% | +82.6% | +107.0% |
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