+349.0%
BHP vs ARWR
+1,021.8%
-672.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.1% |
| 7D | +2.4% | -19.9% | +22.3% | +4.6% |
| 30D | -5.4% | -18.7% | +13.3% | -3.5% |
| 3M | -6.9% | -44.7% | +37.8% | -1.3% |
| 6M | -4.3% | -36.5% | +32.2% | -0.4% |
| YTD | +41.6% | -25.7% | +67.3% | +44.5% |
| 1Y | +53.3% | +18.9% | +34.4% | +48.3% |
| 3Y | +58.4% | +83.1% | -24.7% | +40.0% |
| 5Y | +121.3% | -34.9% | +156.1% | +108.9% |
| 10Y | +349.0% | +1,080.9% | -731.9% | +240.4% |
| All | +349.0% | +1,021.8% | -672.8% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling