+19.3%
ARM vs HLT
+46.7%
-27.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | -6.6% |
| 7D | -18.7% | +7.7% | -26.4% | -21.3% |
| 30D | -36.7% | +19.1% | -55.8% | -41.7% |
| 3M | -31.6% | +20.7% | -52.3% | -37.8% |
| 6M | -5.6% | +21.0% | -26.7% | -14.0% |
| YTD | +75.5% | +31.3% | +44.2% | +60.0% |
| 1Y | +19.3% | +45.9% | -26.5% | +12.2% |
| All | +19.3% | +46.7% | -27.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling