+33.5%
ARHS vs SPY
+71.5%
-38.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +2.4% |
| 7D | +19.8% | +0.1% | +19.7% | +19.6% |
| 30D | +55.0% | -3.3% | +58.3% | +62.7% |
| 3M | +56.5% | -2.4% | +58.9% | +62.4% |
| 6M | +130.9% | +2.6% | +128.3% | +123.4% |
| YTD | +40.6% | +11.2% | +29.4% | +21.5% |
| 1Y | +60.2% | +13.4% | +46.8% | +34.4% |
| 3Y | +99.9% | +79.9% | +20.0% | -12.5% |
| 5Y | +33.5% | +72.2% | -38.7% | -34.4% |
| All | +33.5% | +71.5% | -38.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling