+199.6%
ARM vs HST
+92.0%
+107.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | +9.1% | +3.6% | +5.5% | +5.5% |
| 30D | -19.9% | +11.2% | -31.2% | -27.1% |
| 3M | -31.6% | +13.1% | -44.7% | -38.9% |
| 6M | -13.9% | +23.9% | -37.8% | -31.1% |
| YTD | +74.3% | +52.3% | +22.0% | +13.5% |
| 1Y | +35.8% | +56.7% | -20.9% | -14.8% |
| 3Y | +268.6% | +87.5% | +181.1% | +83.7% |
| All | +199.6% | +92.0% | +107.6% | +46.3% |
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