+296.4%
ARM vs HLT
+103.0%
+193.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.9% |
| 7D | +5.5% | -3.3% | +8.8% | +8.8% |
| 30D | -8.2% | -4.1% | -4.1% | -4.7% |
| 3M | -35.9% | -7.9% | -28.0% | -30.9% |
| 6M | +103.1% | +2.2% | +101.0% | +97.9% |
| YTD | +130.6% | +8.5% | +122.1% | +110.9% |
| 1Y | +86.1% | +12.1% | +73.9% | +61.4% |
| All | +296.4% | +103.0% | +193.4% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling