+214.2%
ARM vs HYG
+24.0%
+190.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | +1.0% |
| 7D | +19.8% | -0.4% | +20.2% | +22.8% |
| 30D | -21.8% | +0.4% | -22.2% | -22.9% |
| 3M | -26.5% | -1.8% | -24.7% | -17.5% |
| 6M | -3.9% | -0.7% | -3.2% | +3.0% |
| YTD | +82.8% | +0.3% | +82.4% | +88.7% |
| 1Y | +34.3% | +1.4% | +32.9% | +31.5% |
| 3Y | +282.2% | +24.1% | +258.1% | +74.2% |
| All | +214.2% | +24.0% | +190.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling