-51.6%
ARM vs HONA
-16.9%
-34.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.6% |
| 7D | +19.8% | +11.1% | +8.7% | +18.9% |
| 30D | -21.8% | +5.1% | -26.9% | -22.0% |
| 3M | -26.5% | -0.9% | -25.6% | -26.8% |
| All | -51.6% | -16.9% | -34.7% | -51.9% |
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