-25.9%
ARHS vs SPY
+76.5%
-102.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.8% |
| 6M | +16.4% | +13.0% | +3.4% | -2.3% |
| YTD | -18.3% | +13.5% | -31.8% | -31.7% |
| 1Y | -19.5% | +20.0% | -39.5% | -37.9% |
| 3Y | -6.0% | +77.2% | -83.1% | -57.9% |
| All | -25.9% | +76.5% | -102.5% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling