-97.0%
ARWR vs HRB
+1,215.7%
-1,312.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.2% |
| 7D | +1.7% | -5.7% | +7.3% | +2.3% |
| 30D | -0.7% | +7.9% | -8.6% | -1.6% |
| 3M | +14.9% | +32.1% | -17.2% | +11.2% |
| 6M | +32.6% | +62.2% | -29.6% | +24.9% |
| YTD | +30.0% | +16.4% | +13.6% | +26.8% |
| 1Y | +208.4% | -0.3% | +208.6% | +205.0% |
| 3Y | +208.8% | +36.0% | +172.8% | +193.5% |
| 5Y | +27.8% | +125.2% | -97.4% | +15.3% |
| 10Y | +1,107.6% | +237.7% | +869.9% | +940.5% |
| All | -97.0% | +1,215.7% | -1,312.7% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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