+375.2%
HD vs ARKK
+306.9%
+68.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +18.0% | -11.2% | +29.2% | +21.5% |
| 3M | +2.8% | -9.2% | +12.0% | +4.8% |
| 6M | +17.0% | -3.9% | +20.9% | +16.7% |
| YTD | +3.5% | -2.5% | +6.0% | +2.1% |
| 1Y | -2.6% | -2.7% | +0.1% | -4.1% |
| 3Y | +30.7% | +87.9% | -57.2% | -0.4% |
| 5Y | +6.2% | -35.7% | +41.9% | +9.4% |
| 10Y | +242.7% | +299.2% | -56.5% | +47.9% |
| All | +375.2% | +306.9% | +68.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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