+20.3%
ARM vs HIG
+6.8%
+13.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.0% | +7.4% |
| 7D | -5.3% | -0.5% | -4.8% | -5.7% |
| 30D | -30.0% | +4.5% | -34.5% | -26.1% |
| 3M | -34.1% | -5.5% | -28.6% | -36.3% |
| 6M | -12.6% | +3.1% | -15.7% | -5.5% |
| YTD | +70.4% | -0.8% | +71.2% | +78.2% |
| All | +20.3% | +6.8% | +13.5% | +35.0% |
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