+162.2%
ARM vs PH
+133.3%
+28.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.0% | -11.1% | -11.3% |
| 7D | -27.1% | -3.9% | -23.2% | -24.1% |
| 30D | -44.9% | -9.4% | -35.5% | -39.5% |
| 3M | -39.3% | -10.3% | -29.0% | -32.5% |
| 6M | -20.2% | +2.7% | -22.9% | -21.1% |
| YTD | +52.5% | +2.1% | +50.4% | +50.0% |
| 1Y | +4.1% | +16.2% | -12.1% | -10.0% |
| 3Y | +211.7% | +129.3% | +82.4% | +55.0% |
| All | +162.2% | +133.3% | +28.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling