+214.0%
ARM vs HST
+77.1%
+136.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.7% | -7.4% | -7.9% |
| 7D | -27.1% | -4.2% | -23.0% | -23.9% |
| 30D | -44.9% | +9.6% | -54.5% | -49.0% |
| 3M | -39.3% | -1.1% | -38.2% | -38.9% |
| 6M | -20.2% | +21.1% | -41.3% | -34.6% |
| YTD | +52.5% | +47.1% | +5.4% | +3.1% |
| 1Y | +4.1% | +64.0% | -59.9% | -38.1% |
| All | +214.0% | +77.1% | +136.9% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling