+296.4%
ARM vs USHY
+27.4%
+269.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.1% |
| 7D | +5.5% | -0.1% | +5.6% | +6.3% |
| 30D | -8.2% | +0.1% | -8.3% | -8.5% |
| 3M | -35.9% | +0.8% | -36.8% | -38.2% |
| 6M | +103.1% | +1.7% | +101.4% | +90.0% |
| YTD | +130.6% | +2.5% | +128.1% | +108.1% |
| 1Y | +86.1% | +4.4% | +81.7% | +53.1% |
| All | +296.4% | +27.4% | +269.0% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling