+199.6%
ARM vs THC
+297.0%
-97.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +9.1% | +1.0% | +8.2% | +8.9% |
| 30D | -19.9% | +5.3% | -25.3% | -21.0% |
| 3M | -31.6% | +7.1% | -38.7% | -32.9% |
| 6M | -13.9% | +46.0% | -59.9% | -23.6% |
| YTD | +74.3% | +43.9% | +30.4% | +53.1% |
| 1Y | +35.8% | +45.4% | -9.7% | +18.2% |
| 3Y | +268.6% | +421.3% | -152.7% | +44.5% |
| All | +199.6% | +297.0% | -97.4% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling