+185.4%
ARM vs HWM
+366.5%
-181.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.4% |
| 7D | -10.4% | -1.8% | -8.6% | -9.1% |
| 30D | -31.8% | -2.7% | -29.2% | -30.7% |
| 3M | -32.2% | -22.7% | -9.5% | -21.7% |
| 6M | -14.9% | -18.9% | +4.0% | -4.4% |
| YTD | +66.0% | +7.1% | +59.0% | +54.1% |
| 1Y | +17.2% | +4.7% | +12.5% | +10.1% |
| 3Y | +247.2% | +345.6% | -98.4% | +61.1% |
| All | +185.4% | +366.5% | -181.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling