+616.7%
THC vs ARWR
-97.0%
+713.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.7% | +1.7% | -2.3% | -0.7% |
| 30D | +1.3% | -0.7% | +1.9% | +1.3% |
| 3M | +64.2% | +14.9% | +49.4% | +63.9% |
| 6M | +8.3% | +32.6% | -24.4% | +7.8% |
| YTD | +33.4% | +30.0% | +3.3% | +32.8% |
| 1Y | +37.7% | +208.4% | -170.7% | +35.4% |
| 3Y | +236.8% | +208.8% | +28.0% | +229.6% |
| 5Y | +249.3% | +27.8% | +221.4% | +244.6% |
| 10Y | +995.2% | +1,107.6% | -112.3% | +946.3% |
| All | +616.7% | -97.0% | +713.7% | +545.3% |
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 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