+296.4%
ARM vs HIG
+100.4%
+196.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.8% |
| 7D | +5.5% | +0.3% | +5.1% | +5.5% |
| 30D | -8.2% | -3.2% | -5.0% | -8.3% |
| 3M | -35.9% | +9.1% | -45.1% | -35.9% |
| 6M | +103.1% | -1.8% | +104.9% | +105.6% |
| YTD | +130.6% | +1.8% | +128.9% | +131.9% |
| 1Y | +86.1% | +4.6% | +81.5% | +86.2% |
| All | +296.4% | +100.4% | +196.0% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling