+439.6%
THC vs ARWR
+81.3%
+358.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +8.8% | -17.7% | +26.5% | +11.1% |
| 30D | +10.0% | -21.9% | +32.0% | +12.9% |
| 3M | +11.7% | -44.5% | +56.2% | +18.8% |
| 6M | +52.5% | -32.6% | +85.1% | +57.7% |
| YTD | +46.1% | -26.2% | +72.3% | +48.8% |
| 1Y | +49.1% | +23.0% | +26.1% | +41.3% |
| 3Y | +439.6% | +81.8% | +357.9% | +357.3% |
| All | +439.6% | +81.3% | +358.4% | +357.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling