+174.6%
ARM vs THC
+293.2%
-118.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | -15.2% | +3.7% | -18.9% | -16.0% |
| 30D | -40.7% | +9.0% | -49.7% | -42.0% |
| 3M | -39.1% | +10.4% | -49.5% | -40.7% |
| 6M | -26.4% | +45.7% | -72.1% | -34.8% |
| YTD | +59.7% | +42.6% | +17.2% | +40.5% |
| 1Y | +10.3% | +38.8% | -28.4% | -2.3% |
| 3Y | +228.9% | +418.8% | -190.0% | +28.9% |
| All | +174.6% | +293.2% | -118.6% | +23.7% |
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