+34.3%
ARM vs HST
+53.7%
-19.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.1% |
| 7D | +19.8% | +3.6% | +16.2% | +17.1% |
| 30D | -21.8% | +9.9% | -31.7% | -25.1% |
| 3M | -26.5% | +12.9% | -39.5% | -30.9% |
| 6M | -3.9% | +22.9% | -26.8% | -18.3% |
| YTD | +82.8% | +52.4% | +30.4% | +39.6% |
| 1Y | +34.3% | +52.5% | -18.2% | +2.5% |
| All | +34.3% | +53.7% | -19.4% | +2.5% |
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