+34.3%
ARM vs PH
+12.0%
+22.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -0.3% |
| 7D | +19.8% | +7.4% | +12.5% | +12.2% |
| 30D | -21.8% | +0.5% | -22.3% | -21.8% |
| 3M | -26.5% | -10.2% | -16.3% | -19.7% |
| 6M | -3.9% | +8.9% | -12.8% | -8.4% |
| YTD | +82.8% | +9.7% | +73.1% | +71.5% |
| 1Y | +34.3% | +12.8% | +21.5% | +25.9% |
| All | +34.3% | +12.0% | +22.4% | +25.9% |
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