+299.7%
ARM vs HLT
+99.8%
+199.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.6% |
| 7D | +4.8% | -2.6% | +7.4% | +7.2% |
| 30D | -5.5% | -2.6% | -2.9% | -3.5% |
| 3M | -17.3% | -9.4% | -7.9% | -9.4% |
| 6M | +110.9% | +2.7% | +108.1% | +104.1% |
| YTD | +132.5% | +6.8% | +125.8% | +115.7% |
| 1Y | +64.9% | +12.4% | +52.5% | +42.4% |
| All | +299.7% | +99.8% | +199.9% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling