-50.7%
ARM vs HONA
-15.2%
-35.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.8% | +10.2% | +11.9% |
| 7D | +6.0% | +8.4% | -2.4% | +5.3% |
| 30D | -20.3% | +7.8% | -28.1% | -20.7% |
| 3M | -24.4% | +2.2% | -26.6% | -24.8% |
| All | -50.7% | -15.2% | -35.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HONA.
Daily Out/Under-Performance
Portfolio return minus HONA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HONA 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 HONA 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 · Available span rolling