+228.9%
ARM vs HIG
+89.3%
+139.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +4.3% |
| 7D | -15.2% | +1.1% | -16.3% | -15.0% |
| 30D | -40.7% | +5.6% | -46.3% | -40.1% |
| 3M | -39.1% | -6.9% | -32.2% | -39.2% |
| 6M | -26.4% | +1.3% | -27.7% | -25.8% |
| YTD | +59.7% | -1.5% | +61.2% | +61.1% |
| 1Y | +10.3% | +6.6% | +3.7% | +9.5% |
| 3Y | +228.9% | +91.2% | +137.7% | +310.2% |
| All | +228.9% | +89.3% | +139.6% | +310.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling