+396.6%
HBAN vs ARWR
-97.0%
+493.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.7% | +1.7% | -1.0% | +0.6% |
| 30D | -3.2% | -0.7% | -2.6% | -3.2% |
| 3M | +4.0% | +14.9% | -10.9% | +3.8% |
| 6M | +3.1% | +32.6% | -29.5% | +2.9% |
| YTD | 0.0% | +30.0% | -30.0% | -0.2% |
| 1Y | -1.2% | +208.4% | -209.5% | -2.1% |
| 3Y | +72.5% | +208.8% | -136.3% | +70.3% |
| 5Y | +39.3% | +27.8% | +11.5% | +38.1% |
| 10Y | +157.3% | +1,107.6% | -950.2% | +149.8% |
| All | +396.6% | -97.0% | +493.7% | +339.9% |
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