-20.2%
ARM vs HWM
-17.3%
-2.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.9% | -7.1% | -10.0% |
| 7D | -27.1% | -2.4% | -24.7% | -25.5% |
| 30D | -44.9% | -13.3% | -31.6% | -40.7% |
| 3M | -39.3% | -31.0% | -8.3% | -26.0% |
| 6M | -20.2% | -17.1% | -3.0% | -12.9% |
| All | -20.2% | -17.3% | -2.9% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling