+35.8%
ARM vs HST
+53.2%
-17.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | +9.1% | +3.6% | +5.5% | +6.7% |
| 30D | -19.9% | +11.2% | -31.2% | -23.6% |
| 3M | -31.6% | +13.1% | -44.7% | -35.5% |
| 6M | -13.9% | +23.9% | -37.8% | -26.6% |
| YTD | +74.3% | +52.3% | +22.0% | +36.9% |
| 1Y | +35.8% | +56.7% | -20.9% | +8.0% |
| All | +35.8% | +53.2% | -17.4% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling