+296.4%
ARM vs THC
+267.9%
+28.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | +5.5% | -0.7% | +6.1% | +5.6% |
| 30D | -8.2% | +1.3% | -9.5% | -8.6% |
| 3M | -35.9% | +64.2% | -100.2% | -45.4% |
| 6M | +103.1% | +8.3% | +94.8% | +99.5% |
| YTD | +130.6% | +33.4% | +97.2% | +106.6% |
| 1Y | +86.1% | +37.7% | +48.4% | +62.3% |
| All | +296.4% | +267.9% | +28.6% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling