+286.5%
ARM vs XHB
+34.8%
+251.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -0.3% |
| 7D | +19.8% | -2.4% | +22.3% | +22.5% |
| 30D | -21.8% | +7.1% | -28.8% | -27.3% |
| 3M | -26.5% | -6.0% | -20.6% | -23.0% |
| 6M | -3.9% | +2.1% | -6.0% | -6.9% |
| YTD | +82.8% | -0.6% | +83.4% | +80.7% |
| 1Y | +34.3% | -3.3% | +37.6% | +35.5% |
| All | +286.5% | +34.8% | +251.7% | +172.2% |
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