-4.6%
HD vs ARWR
+59.7%
-64.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +3.0% | +6.2% |
| 7D | +11.9% | +2.4% | +9.5% | +11.7% |
| 30D | +26.4% | -1.1% | +27.5% | +26.5% |
| 3M | +2.8% | -31.2% | +34.0% | +5.6% |
| 6M | +15.5% | -19.3% | +34.8% | +17.0% |
| YTD | +5.5% | -7.1% | +12.7% | +4.8% |
| 1Y | -4.6% | +62.9% | -67.5% | -9.8% |
| All | -4.6% | +59.7% | -64.3% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling