+174.6%
ARM vs USHY
+24.9%
+149.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | -0.3% | -15.0% | -13.9% |
| 30D | -40.7% | 0.0% | -40.7% | -40.5% |
| 3M | -39.1% | -1.8% | -37.3% | -31.5% |
| 6M | -26.4% | -1.0% | -25.4% | -19.5% |
| YTD | +59.7% | +0.5% | +59.3% | +63.6% |
| 1Y | +10.3% | +1.9% | +8.5% | +5.0% |
| 3Y | +228.9% | +24.9% | +204.0% | +41.5% |
| All | +174.6% | +24.9% | +149.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling