+214.2%
ARM vs USHY
+25.2%
+188.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | +0.6% |
| 7D | +19.8% | -0.3% | +20.1% | +22.3% |
| 30D | -21.8% | +0.3% | -22.1% | -22.5% |
| 3M | -26.5% | -1.7% | -24.8% | -17.7% |
| 6M | -3.9% | -0.4% | -3.5% | +1.3% |
| YTD | +82.8% | +0.7% | +82.0% | +84.6% |
| 1Y | +34.3% | +1.8% | +32.5% | +28.5% |
| 3Y | +282.2% | +25.3% | +256.9% | +61.6% |
| All | +214.2% | +25.2% | +188.9% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling