+185.4%
ARM vs HL
+261.4%
-76.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -0.3% |
| 7D | -10.4% | +8.2% | -18.5% | -12.8% |
| 30D | -31.8% | -16.3% | -15.6% | -28.1% |
| 3M | -32.2% | -18.6% | -13.7% | -28.3% |
| 6M | -14.9% | -23.2% | +8.3% | -9.1% |
| YTD | +66.0% | -25.5% | +91.5% | +74.7% |
| 1Y | +17.2% | -4.8% | +22.0% | +14.5% |
| 3Y | +247.2% | +281.4% | -34.2% | +108.3% |
| All | +185.4% | +261.4% | -76.0% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling