+257.9%
HD vs ARWR
+921.6%
-663.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.2% | +4.3% |
| 7D | +3.6% | -17.3% | +20.9% | +5.3% |
| 30D | +21.6% | -21.5% | +43.1% | +24.1% |
| 3M | +0.1% | -43.8% | +43.9% | +5.3% |
| 6M | +13.0% | -32.3% | +45.3% | +16.3% |
| YTD | +4.9% | -25.8% | +30.8% | +6.6% |
| 1Y | -2.1% | +25.5% | -27.6% | -5.8% |
| 3Y | +32.6% | +84.1% | -51.5% | +17.7% |
| 5Y | +8.2% | -39.2% | +47.5% | +2.6% |
| 10Y | +257.9% | +1,072.4% | -814.5% | +184.0% |
| All | +257.9% | +921.6% | -663.7% | +184.0% |
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