+86.1%
ARM vs XHB
-9.3%
+95.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +3.0% | +3.2% |
| 7D | +5.5% | -1.3% | +6.7% | +6.6% |
| 30D | -8.2% | -6.9% | -1.3% | -3.0% |
| 3M | -35.9% | -1.3% | -34.7% | -35.5% |
| 6M | +103.1% | -6.8% | +109.9% | +103.6% |
| YTD | +130.6% | +0.7% | +129.9% | +129.7% |
| 1Y | +86.1% | -11.2% | +97.3% | +92.6% |
| All | +86.1% | -9.3% | +95.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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