+162.2%
ARM vs HWM
+327.5%
-165.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.9% | -7.1% | -9.5% |
| 7D | -27.1% | -2.4% | -24.7% | -25.8% |
| 30D | -44.9% | -13.3% | -31.6% | -40.0% |
| 3M | -39.3% | -31.0% | -8.3% | -24.9% |
| 6M | -20.2% | -17.1% | -3.0% | -12.1% |
| YTD | +52.5% | -1.9% | +54.4% | +49.1% |
| 1Y | +4.1% | -2.4% | +6.5% | +1.9% |
| 3Y | +211.7% | +322.2% | -110.5% | +47.4% |
| All | +162.2% | +327.5% | -165.3% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling