+214.2%
ARM vs HL
+237.6%
-23.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.1% |
| 7D | +19.8% | -7.6% | +27.4% | +22.7% |
| 30D | -21.8% | -17.5% | -4.3% | -17.1% |
| 3M | -26.5% | -26.2% | -0.3% | -19.9% |
| 6M | -3.9% | -35.1% | +31.2% | +7.6% |
| YTD | +82.8% | -30.4% | +113.2% | +96.2% |
| 1Y | +34.3% | -14.0% | +48.3% | +35.1% |
| 3Y | +282.2% | +256.3% | +25.9% | +134.1% |
| All | +214.2% | +237.6% | -23.4% | +97.1% |
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