-28.7%
ARHS vs SPY
+74.7%
-103.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | -0.2% | -0.4% | +0.1% | +0.3% |
| 30D | -10.9% | -1.4% | -9.5% | -9.2% |
| 3M | +25.9% | +3.7% | +22.2% | +19.4% |
| 6M | +19.7% | +13.0% | +6.7% | +0.6% |
| YTD | -21.3% | +12.4% | -33.7% | -33.2% |
| 1Y | -21.0% | +18.5% | -39.5% | -37.9% |
| 3Y | -4.7% | +77.6% | -82.3% | -57.5% |
| All | -28.7% | +74.7% | -103.4% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling