-36.6%
ARM vs HONA
-22.3%
-14.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.2% | +3.6% |
| 7D | +11.4% | +0.8% | +10.6% | +11.4% |
| 30D | -7.4% | -7.8% | +0.3% | -7.8% |
| All | -36.6% | -22.3% | -14.3% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling