+245.3%
HD vs ARWR
+1,021.8%
-776.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -1.2% | -19.9% | +18.8% | +0.7% |
| 30D | +20.9% | -18.7% | +39.6% | +23.0% |
| 3M | -0.2% | -44.7% | +44.5% | +5.1% |
| 6M | +14.5% | -36.5% | +51.0% | +18.6% |
| YTD | +4.3% | -25.7% | +30.0% | +6.0% |
| 1Y | -3.5% | +18.9% | -22.4% | -6.7% |
| 3Y | +30.1% | +83.1% | -53.0% | +15.6% |
| 5Y | +8.5% | -34.9% | +43.3% | +2.3% |
| 10Y | +245.3% | +1,080.9% | -835.6% | +173.8% |
| All | +245.3% | +1,021.8% | -776.5% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling