+1,658.7%
HCA vs ARWR
+1,133.4%
+525.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -1.1% | -0.7% | -0.5% | -1.1% |
| 3M | +12.2% | +14.9% | -2.7% | +10.6% |
| 6M | -25.3% | +32.6% | -58.0% | -27.5% |
| YTD | -12.9% | +30.0% | -43.0% | -15.4% |
| 1Y | -0.9% | +208.4% | -209.3% | -10.9% |
| 3Y | +47.6% | +208.8% | -161.2% | +27.9% |
| 5Y | +67.0% | +27.8% | +39.2% | +51.2% |
| 10Y | +471.4% | +1,107.6% | -636.1% | +315.8% |
| All | +1,658.7% | +1,133.4% | +525.3% | +1,147.2% |
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