+649.7%
HBM vs ARWR
+1,063.8%
-414.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | +5.5% | -3.2% | +8.7% | +5.9% |
| 30D | +3.3% | -6.5% | +9.7% | +4.1% |
| 3M | +12.7% | +12.7% | 0.0% | +10.8% |
| 6M | +28.2% | +36.2% | -8.0% | +23.2% |
| YTD | +45.3% | +24.5% | +20.8% | +40.7% |
| 1Y | +121.7% | +198.0% | -76.3% | +92.9% |
| 3Y | +523.5% | +176.4% | +347.2% | +424.5% |
| 5Y | +393.9% | +26.6% | +367.3% | +337.0% |
| 10Y | +647.9% | +1,054.1% | -406.2% | +398.9% |
| All | +649.7% | +1,063.8% | -414.1% | +357.8% |
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