+199.6%
ARM vs HL
+231.3%
-31.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.8% | -4.0% |
| 7D | +9.1% | -11.1% | +20.2% | +13.1% |
| 30D | -19.9% | -12.1% | -7.9% | -16.8% |
| 3M | -31.6% | -26.1% | -5.5% | -25.4% |
| 6M | -13.9% | -37.7% | +23.9% | -2.4% |
| YTD | +74.3% | -31.7% | +106.0% | +88.3% |
| 1Y | +35.8% | -11.6% | +47.4% | +35.7% |
| 3Y | +268.6% | +249.6% | +19.0% | +127.1% |
| All | +199.6% | +231.3% | -31.7% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling