+17.2%
ARM vs USHY
+1.6%
+15.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | +0.6% |
| 7D | -10.4% | +0.3% | -10.7% | -12.7% |
| 30D | -31.8% | -0.1% | -31.7% | -30.4% |
| 3M | -32.2% | -1.9% | -30.4% | -18.5% |
| 6M | -14.9% | -1.0% | -13.9% | -3.9% |
| YTD | +66.0% | +0.4% | +65.6% | +72.5% |
| 1Y | +17.2% | +1.4% | +15.8% | +17.0% |
| All | +17.2% | +1.6% | +15.6% | +17.0% |
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