+1,900.5%
THC vs ARWR
+1,055.7%
+844.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +8.8% | -17.7% | +26.5% | +12.4% |
| 30D | +10.0% | -21.9% | +32.0% | +14.7% |
| 3M | +11.7% | -44.5% | +56.2% | +23.2% |
| 6M | +52.5% | -32.6% | +85.1% | +61.1% |
| YTD | +46.1% | -26.2% | +72.3% | +50.5% |
| 1Y | +49.1% | +23.0% | +26.1% | +38.0% |
| 3Y | +439.6% | +81.8% | +357.9% | +325.6% |
| 5Y | +263.2% | -36.0% | +299.2% | +231.8% |
| 10Y | +1,900.5% | +1,039.5% | +860.9% | +1,066.6% |
| All | +1,900.5% | +1,055.7% | +844.8% | +1,066.6% |
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