+254.2%
HD vs ARWR
+906.2%
-652.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -2.0% |
| 7D | +4.3% | -2.9% | +7.2% | +4.6% |
| 30D | +20.2% | -5.4% | +25.6% | +20.7% |
| 3M | -1.0% | -32.2% | +31.2% | +2.4% |
| 6M | +7.9% | -26.5% | +34.4% | +10.3% |
| YTD | +2.0% | -12.4% | +14.4% | +2.2% |
| 1Y | -4.3% | +46.9% | -51.2% | -9.0% |
| 3Y | +25.9% | +116.0% | -90.0% | +10.8% |
| 5Y | +5.8% | -28.0% | +33.8% | -1.0% |
| All | +254.2% | +906.2% | -652.0% | +181.9% |
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