+268.6%
ARM vs HYG
+24.5%
+244.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.3% |
| 7D | +9.1% | -0.4% | +9.5% | +11.9% |
| 30D | -19.9% | +0.7% | -20.6% | -22.7% |
| 3M | -31.6% | -2.1% | -29.5% | -21.6% |
| 6M | -13.9% | -0.8% | -13.1% | -6.9% |
| YTD | +74.3% | +0.3% | +74.0% | +80.7% |
| 1Y | +35.8% | +1.8% | +34.0% | +30.3% |
| 3Y | +268.6% | +24.1% | +244.5% | +94.1% |
| All | +268.6% | +24.5% | +244.1% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 3y: compounded portfolio wealth divided by compounded HYG 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…
3y analysis · Full analysis span regression · 6 months rolling