+228.9%
ARM vs HL
+246.8%
-17.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.1% |
| 7D | -15.2% | +8.9% | -24.2% | -17.8% |
| 30D | -40.7% | -10.1% | -30.6% | -38.8% |
| 3M | -39.1% | -7.0% | -32.0% | -38.2% |
| 6M | -26.4% | -18.8% | -7.7% | -22.6% |
| YTD | +59.7% | -23.1% | +82.9% | +66.5% |
| 1Y | +10.3% | +8.9% | +1.5% | +3.4% |
| 3Y | +228.9% | +255.0% | -26.2% | +89.3% |
| All | +228.9% | +246.8% | -17.9% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling