+456.2%
HBM vs ARWR
+573.0%
-116.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +2.2% | -17.8% | +20.1% | +4.3% |
| 30D | -11.8% | -18.1% | +6.3% | -9.9% |
| 3M | -19.2% | -44.2% | +25.0% | -13.7% |
| 6M | -22.9% | -38.6% | +15.8% | -18.8% |
| YTD | +7.8% | -28.0% | +35.8% | +11.0% |
| 1Y | +34.9% | +16.1% | +18.8% | +30.8% |
| 3Y | +422.2% | +84.0% | +338.2% | +360.7% |
| 5Y | +192.8% | -35.4% | +228.2% | +179.4% |
| 10Y | +281.1% | +1,043.1% | -761.9% | +161.7% |
| All | +456.2% | +573.0% | -116.8% | +261.1% |
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