-29.9%
ARKK vs THC
+254.2%
-284.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +3.1% | +1.5% | +1.5% | +2.3% |
| 3M | +13.8% | +59.9% | -46.1% | -5.0% |
| 6M | +14.0% | +11.0% | +3.0% | +8.1% |
| YTD | +8.0% | +32.6% | -24.6% | -5.2% |
| 1Y | +9.9% | +37.4% | -27.5% | -5.6% |
| 3Y | +90.2% | +252.5% | -162.4% | +1.0% |
| 5Y | -29.9% | +262.3% | -292.2% | -65.1% |
| All | -29.9% | +254.2% | -284.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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