+86.1%
ARM vs USHY
+4.6%
+81.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.2% |
| 7D | +5.5% | -0.1% | +5.6% | +6.8% |
| 30D | -8.2% | +0.1% | -8.3% | -8.8% |
| 3M | -35.9% | +0.8% | -36.8% | -39.6% |
| 6M | +103.1% | +1.7% | +101.4% | +81.9% |
| YTD | +130.6% | +2.5% | +128.1% | +96.7% |
| 1Y | +86.1% | +4.4% | +81.7% | +36.0% |
| All | +86.1% | +4.6% | +81.5% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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