+193.0%
ARM vs HWM
+360.5%
-167.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.1% | +1.6% | +3.6% |
| 7D | -5.3% | +1.6% | -6.9% | -5.8% |
| 30D | -30.0% | -3.9% | -26.1% | -28.3% |
| 3M | -34.1% | -23.2% | -10.8% | -23.6% |
| 6M | -12.6% | -20.0% | +7.3% | -1.0% |
| YTD | +70.4% | +5.7% | +64.7% | +59.5% |
| 1Y | +22.3% | +4.9% | +17.4% | +14.7% |
| 3Y | +261.2% | +347.0% | -85.8% | +66.5% |
| All | +193.0% | +360.5% | -167.5% | +36.3% |
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