+1,644.1%
THC vs ARWR
+1,024.2%
+619.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.0% | -17.8% | +18.8% | +4.2% |
| 30D | +5.3% | -18.1% | +23.5% | +8.8% |
| 3M | +7.1% | -44.2% | +51.3% | +18.0% |
| 6M | +46.0% | -38.6% | +84.7% | +56.9% |
| YTD | +43.9% | -28.0% | +72.0% | +48.9% |
| 1Y | +45.4% | +16.1% | +29.3% | +36.1% |
| 3Y | +421.3% | +84.0% | +337.3% | +310.7% |
| 5Y | +261.5% | -35.4% | +296.8% | +229.8% |
| All | +1,644.1% | +1,024.2% | +619.9% | +927.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling