+331.8%
ARKK vs HIG
+313.7%
+18.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | +2.7% | -0.4% | +3.1% | +2.7% |
| 3M | +10.8% | +6.7% | +4.1% | +7.6% |
| 6M | +14.4% | +2.0% | +12.4% | +12.6% |
| YTD | +8.7% | +0.3% | +8.4% | +7.4% |
| 1Y | +6.7% | +4.2% | +2.6% | +3.6% |
| 3Y | +87.4% | +102.2% | -14.8% | +39.8% |
| 5Y | -29.5% | +118.5% | -148.0% | -49.0% |
| All | +331.8% | +313.7% | +18.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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