+296.4%
ARM vs XHB
+31.3%
+265.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +3.0% | +3.0% |
| 7D | +5.5% | -1.3% | +6.7% | +6.8% |
| 30D | -8.2% | -6.9% | -1.3% | -2.0% |
| 3M | -35.9% | -1.3% | -34.7% | -35.6% |
| 6M | +103.1% | -6.8% | +109.9% | +116.7% |
| YTD | +130.6% | +0.7% | +129.9% | +127.2% |
| 1Y | +86.1% | -11.2% | +97.3% | +105.3% |
| All | +296.4% | +31.3% | +265.1% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling