+23.5%
ARHS vs SPY
+74.6%
-51.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -4.1% |
| 7D | +10.7% | -0.9% | +11.6% | +12.0% |
| 30D | +53.3% | -2.4% | +55.6% | +58.4% |
| 3M | +48.0% | -1.2% | +49.1% | +50.7% |
| 6M | +137.9% | +3.3% | +134.6% | +127.7% |
| YTD | +36.3% | +12.3% | +24.0% | +16.1% |
| 1Y | +60.3% | +12.4% | +47.9% | +36.2% |
| 3Y | +87.1% | +78.8% | +8.3% | -17.4% |
| 5Y | +39.9% | +75.2% | -35.3% | -34.0% |
| All | +23.5% | +74.6% | -51.1% | -41.3% |
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