+174.6%
ARM vs HST
+85.4%
+89.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.8% | +4.8% |
| 7D | -15.2% | -2.7% | -12.5% | -12.7% |
| 30D | -40.7% | +10.7% | -51.4% | -45.7% |
| 3M | -39.1% | +6.3% | -45.3% | -42.3% |
| 6M | -26.4% | +19.0% | -45.4% | -38.9% |
| YTD | +59.7% | +47.0% | +12.7% | +7.6% |
| 1Y | +10.3% | +53.4% | -43.1% | -29.6% |
| 3Y | +228.9% | +78.0% | +150.8% | +72.5% |
| All | +174.6% | +85.4% | +89.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling