+296.4%
ARM vs HST
+64.5%
+231.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | -1.0% | +6.5% | +6.4% |
| 30D | -8.2% | -12.3% | +4.1% | +2.6% |
| 3M | -35.9% | -6.4% | -29.6% | -33.3% |
| 6M | +103.1% | +15.0% | +88.1% | +72.7% |
| YTD | +130.6% | +30.5% | +100.1% | +72.4% |
| 1Y | +86.1% | +35.7% | +50.4% | +31.8% |
| All | +296.4% | +64.5% | +231.9% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling