+268.6%
ARM vs XHB
+35.8%
+232.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -5.3% |
| 7D | +9.1% | -0.2% | +9.3% | +9.4% |
| 30D | -19.9% | +9.9% | -29.9% | -27.5% |
| 3M | -31.6% | -6.3% | -25.3% | -28.1% |
| 6M | -13.9% | +3.8% | -17.7% | -17.8% |
| YTD | +74.3% | +0.1% | +74.2% | +71.2% |
| 1Y | +35.8% | -0.8% | +36.6% | +33.7% |
| 3Y | +268.6% | +35.6% | +233.0% | +157.8% |
| All | +268.6% | +35.8% | +232.8% | +157.8% |
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