+199.6%
ARM vs HWM
+370.2%
-170.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.0% |
| 7D | +9.1% | +7.3% | +1.8% | +4.7% |
| 30D | -19.9% | +1.6% | -21.5% | -20.5% |
| 3M | -31.6% | -21.9% | -9.8% | -21.5% |
| 6M | -13.9% | -19.0% | +5.2% | -3.0% |
| YTD | +74.3% | +7.9% | +66.4% | +61.2% |
| 1Y | +35.8% | +9.9% | +25.9% | +23.7% |
| 3Y | +268.6% | +342.1% | -73.5% | +72.9% |
| All | +199.6% | +370.2% | -170.6% | +37.8% |
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