-19.5%
ARHS vs SPY
+20.8%
-40.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +6.1% | +0.1% | +6.0% | +5.8% |
| 3M | +31.5% | +2.0% | +29.5% | +27.9% |
| 6M | +16.4% | +13.0% | +3.4% | -2.8% |
| YTD | -18.3% | +13.5% | -31.8% | -31.8% |
| 1Y | -19.5% | +20.0% | -39.5% | -35.9% |
| All | -19.5% | +20.8% | -40.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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