+261.2%
ARM vs PH
+137.6%
+123.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +2.6% |
| 7D | -5.3% | +3.0% | -8.4% | -7.6% |
| 30D | -30.0% | -0.6% | -29.4% | -29.3% |
| 3M | -34.1% | -10.7% | -23.3% | -26.2% |
| 6M | -12.6% | +9.1% | -21.7% | -18.9% |
| YTD | +70.4% | +9.5% | +60.9% | +56.7% |
| 1Y | +22.3% | +14.0% | +8.2% | +7.8% |
| 3Y | +261.2% | +138.9% | +122.3% | +50.5% |
| All | +261.2% | +137.6% | +123.6% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling