+214.2%
ARM vs HIG
+98.3%
+115.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +19.8% | -0.1% | +20.0% | +19.8% |
| 30D | -21.8% | +4.4% | -26.1% | -21.1% |
| 3M | -26.5% | 0.0% | -26.6% | -26.1% |
| 6M | -3.9% | +3.8% | -7.7% | -3.0% |
| YTD | +82.8% | +0.7% | +82.1% | +84.7% |
| 1Y | +34.3% | +5.0% | +29.3% | +34.5% |
| 3Y | +282.2% | +95.3% | +186.9% | +250.5% |
| All | +214.2% | +98.3% | +115.8% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling