+70.3%
HCA vs ARWR
+25.7%
+44.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.2% |
| 7D | +4.9% | -3.2% | +8.1% | +5.2% |
| 30D | +1.9% | -6.5% | +8.3% | +2.4% |
| 3M | +12.7% | +12.7% | +0.1% | +11.3% |
| 6M | -22.3% | +36.2% | -58.5% | -24.8% |
| YTD | -9.3% | +24.5% | -33.8% | -11.7% |
| 1Y | +2.7% | +198.0% | -195.2% | -8.2% |
| 3Y | +57.8% | +176.4% | -118.5% | +36.1% |
| 5Y | +70.3% | +26.6% | +43.8% | +48.8% |
| All | +70.3% | +25.7% | +44.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling