-5.6%
ARM vs HST
+30.3%
-35.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.7% |
| 7D | -18.7% | +3.3% | -22.0% | -19.6% |
| 30D | -36.7% | +16.4% | -53.0% | -39.7% |
| 3M | -31.6% | +5.5% | -37.1% | -33.7% |
| 6M | -5.6% | +31.1% | -36.8% | -23.2% |
| All | -5.6% | +30.3% | -35.9% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling