+162.2%
ARM vs THC
+297.6%
-135.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.0% | -11.1% | -12.6% |
| 7D | -27.1% | +5.9% | -33.0% | -28.2% |
| 30D | -44.9% | +10.8% | -55.7% | -46.3% |
| 3M | -39.3% | +9.4% | -48.7% | -40.8% |
| 6M | -20.2% | +53.3% | -73.4% | -30.5% |
| YTD | +52.5% | +44.2% | +8.4% | +33.8% |
| 1Y | +4.1% | +37.3% | -33.2% | -7.2% |
| 3Y | +211.7% | +421.6% | -209.9% | +22.3% |
| All | +162.2% | +297.6% | -135.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling