+47.7%
HAS vs ARWR
-34.9%
+82.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +1.4% | -17.8% | +19.2% | +3.7% |
| 30D | +26.3% | -18.1% | +44.4% | +29.2% |
| 3M | +25.6% | -44.2% | +69.8% | +34.5% |
| 6M | +30.3% | -38.6% | +68.9% | +36.9% |
| YTD | +50.4% | -28.0% | +78.4% | +53.6% |
| 1Y | +57.7% | +16.1% | +41.6% | +49.7% |
| 3Y | +213.4% | +84.0% | +129.4% | +158.1% |
| All | +47.7% | -34.9% | +82.6% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling