+248.6%
HD vs ARWR
+1,024.2%
-775.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +1.5% | -17.8% | +19.4% | +3.2% |
| 30D | +18.0% | -18.1% | +36.1% | +20.0% |
| 3M | +2.8% | -44.2% | +47.0% | +8.2% |
| 6M | +17.0% | -38.6% | +55.6% | +21.5% |
| YTD | +3.5% | -28.0% | +31.6% | +5.5% |
| 1Y | -2.6% | +16.1% | -18.7% | -5.7% |
| 3Y | +30.7% | +84.0% | -53.3% | +16.0% |
| 5Y | +6.2% | -35.4% | +41.6% | +0.2% |
| All | +248.6% | +1,024.2% | -775.7% | +177.1% |
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