+247.2%
ARM vs THC
+450.2%
-203.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -10.4% | +8.8% | -19.2% | -12.0% |
| 30D | -31.8% | +10.0% | -41.9% | -33.3% |
| 3M | -32.2% | +11.7% | -43.9% | -34.0% |
| 6M | -14.9% | +52.5% | -67.4% | -24.6% |
| YTD | +66.0% | +46.1% | +20.0% | +47.4% |
| 1Y | +17.2% | +49.1% | -31.9% | +2.7% |
| 3Y | +247.2% | +439.6% | -192.4% | +50.2% |
| All | +247.2% | +450.2% | -203.0% | +50.2% |
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 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