-28.1%
ARHS vs SPY
+75.5%
-103.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.2% |
| 7D | +1.3% | +0.5% | +0.8% | +0.5% |
| 30D | -11.8% | -0.9% | -10.8% | -10.7% |
| 3M | +36.2% | +3.9% | +32.3% | +28.8% |
| 6M | +16.3% | +14.5% | +1.8% | -4.2% |
| YTD | -20.7% | +12.9% | -33.6% | -33.2% |
| 1Y | -22.0% | +19.4% | -41.3% | -39.3% |
| 3Y | -4.0% | +78.5% | -82.5% | -57.5% |
| All | -28.1% | +75.5% | -103.7% | -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 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