+20.3%
ARM vs XHB
+1.3%
+19.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +4.0% |
| 7D | -5.3% | +1.3% | -6.7% | -6.2% |
| 30D | -30.0% | +11.8% | -41.8% | -36.4% |
| 3M | -34.1% | -3.8% | -30.2% | -31.8% |
| 6M | -12.6% | +4.1% | -16.7% | -16.5% |
| YTD | +70.4% | +4.0% | +66.5% | +65.1% |
| All | +20.3% | +1.3% | +19.1% | +16.9% |
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