+311.3%
ARM vs HLT
+98.6%
+212.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +5.8% |
| 7D | +11.4% | -2.4% | +13.8% | +13.8% |
| 30D | -7.4% | -4.1% | -3.4% | -4.1% |
| 3M | -24.5% | -10.6% | -13.9% | -16.2% |
| 6M | +128.7% | +2.0% | +126.6% | +122.6% |
| YTD | +139.3% | +6.1% | +133.1% | +123.1% |
| 1Y | +88.0% | +9.8% | +78.1% | +66.3% |
| All | +311.3% | +98.6% | +212.6% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling