+666.1%
THC vs ARWR
-98.0%
+764.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.1% |
| 7D | +3.7% | -2.9% | +6.6% | +3.7% |
| 30D | +9.0% | -5.4% | +14.4% | +9.1% |
| 3M | +10.4% | -32.2% | +42.6% | +10.9% |
| 6M | +45.7% | -26.5% | +72.2% | +46.1% |
| YTD | +42.6% | -12.4% | +55.0% | +42.6% |
| 1Y | +38.8% | +46.9% | -8.1% | +37.8% |
| 3Y | +418.8% | +116.0% | +302.9% | +410.2% |
| 5Y | +275.7% | -28.0% | +303.6% | +273.4% |
| 10Y | +1,496.2% | +923.9% | +572.3% | +1,429.9% |
| All | +666.1% | -98.0% | +764.1% | +593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling