+20.3%
ARM vs THC
+50.5%
-30.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +7.0% |
| 7D | -5.3% | +7.5% | -12.8% | -4.0% |
| 30D | -30.0% | +9.6% | -39.6% | -28.7% |
| 3M | -34.1% | +10.3% | -44.3% | -32.8% |
| 6M | -12.6% | +51.8% | -64.4% | -5.0% |
| YTD | +70.4% | +45.4% | +25.0% | +85.4% |
| All | +20.3% | +50.5% | -30.2% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling