+20.3%
ARM vs PH
+13.9%
+6.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +2.7% |
| 7D | -5.3% | +3.0% | -8.4% | -7.6% |
| 30D | -30.0% | -0.6% | -29.4% | -29.4% |
| 3M | -34.1% | -10.7% | -23.3% | -27.8% |
| 6M | -12.6% | +9.1% | -21.7% | -16.7% |
| YTD | +70.4% | +9.5% | +60.9% | +61.7% |
| All | +20.3% | +13.9% | +6.4% | +14.0% |
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