+214.0%
ARM vs THC
+418.9%
-205.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.0% | -11.1% | -12.7% |
| 7D | -27.1% | +5.9% | -33.0% | -28.1% |
| 30D | -44.9% | +10.8% | -55.7% | -46.2% |
| 3M | -39.3% | +9.4% | -48.7% | -40.6% |
| 6M | -20.2% | +53.3% | -73.4% | -29.7% |
| YTD | +52.5% | +44.2% | +8.4% | +35.4% |
| 1Y | +4.1% | +37.3% | -33.2% | -6.2% |
| All | +214.0% | +418.9% | -205.0% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling