+311.3%
ARM vs HL
+417.4%
-106.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.1% |
| 7D | +11.4% | +7.1% | +4.3% | +8.9% |
| 30D | -7.4% | +21.4% | -28.9% | -13.3% |
| 3M | -24.5% | +37.4% | -61.9% | -31.8% |
| 6M | +128.7% | +0.4% | +128.2% | +123.7% |
| YTD | +139.3% | +6.7% | +132.6% | +125.8% |
| 1Y | +88.0% | +102.4% | -14.4% | +46.1% |
| All | +311.3% | +417.4% | -106.1% | +126.8% |
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