+591.6%
HBM vs ARWR
+1,080.6%
-489.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.6% |
| 7D | -3.7% | -4.3% | +0.6% | -3.0% |
| 30D | -3.7% | -7.3% | +3.6% | -2.4% |
| 3M | +8.0% | +17.0% | -9.0% | +4.8% |
| 6M | +15.8% | +39.8% | -24.0% | +8.8% |
| YTD | +34.4% | +24.7% | +9.7% | +28.2% |
| 1Y | +98.2% | +186.5% | -88.3% | +63.2% |
| 3Y | +476.6% | +176.8% | +299.8% | +347.2% |
| 5Y | +331.1% | +29.3% | +301.8% | +258.1% |
| All | +591.6% | +1,080.6% | -489.0% | +342.7% |
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