+296.4%
ARM vs PH
+151.7%
+144.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.1% |
| 7D | +5.5% | -3.1% | +8.5% | +8.4% |
| 30D | -8.2% | -3.2% | -4.9% | -5.6% |
| 3M | -35.9% | +10.6% | -46.5% | -41.5% |
| 6M | +103.1% | -2.1% | +105.3% | +106.3% |
| YTD | +130.6% | +10.2% | +120.4% | +109.8% |
| 1Y | +86.1% | +28.2% | +57.8% | +45.3% |
| All | +296.4% | +151.7% | +144.8% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling