+174.6%
ARM vs HWM
+338.0%
-163.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.3% |
| 7D | -15.2% | +3.3% | -18.5% | -16.8% |
| 30D | -40.7% | -7.6% | -33.1% | -37.8% |
| 3M | -39.1% | -28.9% | -10.2% | -26.0% |
| 6M | -26.4% | -19.7% | -6.7% | -17.5% |
| YTD | +59.7% | +0.5% | +59.2% | +54.0% |
| 1Y | +10.3% | +0.3% | +10.1% | +6.3% |
| 3Y | +228.9% | +325.8% | -97.0% | +55.8% |
| All | +174.6% | +338.0% | -163.4% | +31.6% |
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