+86.1%
ARM vs PH
+30.5%
+55.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +5.5% | -3.1% | +8.5% | +7.6% |
| 30D | -8.2% | -3.2% | -4.9% | -6.2% |
| 3M | -35.9% | +10.6% | -46.5% | -39.4% |
| 6M | +103.1% | -2.1% | +105.3% | +102.6% |
| YTD | +130.6% | +10.2% | +120.4% | +121.2% |
| 1Y | +86.1% | +28.2% | +57.8% | +65.8% |
| All | +86.1% | +30.5% | +55.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling