+613.3%
HBM vs ARWR
+1,116.1%
-502.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -6.4% | +1.7% | -8.0% | -6.5% |
| 30D | +5.9% | -0.7% | +6.6% | +6.0% |
| 3M | -8.9% | +14.9% | -23.8% | -10.6% |
| 6M | +10.7% | +32.6% | -22.0% | +6.7% |
| YTD | +38.3% | +30.0% | +8.2% | +33.2% |
| 1Y | +121.3% | +208.4% | -87.0% | +91.7% |
| 3Y | +450.6% | +208.8% | +241.8% | +357.3% |
| 5Y | +338.0% | +27.8% | +310.2% | +286.9% |
| 10Y | +578.6% | +1,107.6% | -528.9% | +350.3% |
| All | +613.3% | +1,116.1% | -502.7% | +333.4% |
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 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