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ARC + HYS + AG
See how your portfolios work together. Set their allocation percentages, choose how to rebalance, and compare the combined history with U.S., global, and international equity benchmarks.
Hypothetical portfolio model. Compare price returns with ARC/HYS distributions reinvested; AG remains price-only.
Total: 100% / 100%
Monthly restores target percentages at the first usable shared close of each new month. Buy-and-hold lets percentages drift as portfolios grow at different rates.
80% ARC / 10% HYS / 10% AG · Monthly rebalancing
HYS has the latest starting history among your selected portfolios. The model waits for a shared usable close; setting a portfolio to 0% removes its history constraint.
Allocation at the last valued close: ARC 80.1% · HYS 10.0% · AG 9.9%. Targets are set when the model begins and at each monthly rebalance.
Choose dates or a preset. On desktop, hover for values or drag to select a date range.
How returns are shownHypothetical portfolio · Price return · Monthly rebalancing
Showing Jul 28, 2025 → Oct 09, 2026 · 304 observations.
→
| Benchmark | Return | Combined portfolio lead / lag |
|---|---|---|
| U.S. equities (VTI) | +21.79% | +6.90 pp |
| Global equities (VT) | +21.71% | +6.98 pp |
| International equities (VXUS) | +21.92% | +6.77 pp |
Lead / lag is Combined portfolio return minus benchmark return, in percentage points (pp). Positive means ahead; negative means behind.
Inspect values by date. Export the visible series for the selected date range.
Observation:
This hypothetical combined portfolio starts at the first shared usable close for portfolios with a positive allocation and ends at their common source-date limit. The date is calculated from available data, not a fixed cutoff. Setting a portfolio to 0% removes its history constraint.
Price return excludes all distributions. Reinvest distributions includes ARC/HYS historical payouts and validated equity benchmark payouts, buying fractional shares in the same security at its ex-dividend-date close. AG remains price-only; its omitted payouts are not assumed to be zero or immaterial. Missing reinvested benchmark histories are hidden. Costs, taxes, trading friction, and external cash flows are excluded.
ARC and HYS use the latest composition weights at model inception and hold constituent shares. AG admits holdings as their histories become available. Monthly rebalancing changes the allocation between those models, not the underlying holdings within each model. This does not reconstruct historical portfolio decisions or account returns.
Source models may carry missing prices for up to five calendar days. Remaining gaps are preserved. Rebalancing waits until all allocated portfolios can be valued and creates no return jump. Chart date controls select a viewing window; they do not restart allocations.
Extending earlier requires complete, validated constituent prices and payout histories. Admitting fewer ARC/HYS holdings or substituting older funds would change the modeled allocation; that belongs in a separately disclosed historical study.
11 holdings required at model start
8 holdings required at model start
Price continuity: 1 observation uses a prior close (up to five calendar days). No prices remain unavailable.
Expanding history: 73 → 76 of 76 holdings; latest 100.0% target weight
Missing prices: 1 observation uses a prior close (up to five calendar days). 577 observations remain unavailable. Results that need unavailable prices are omitted.