+30.0%
HD vs ARWR
+81.3%
-51.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.2% | -17.7% | +22.9% | +6.8% |
| 30D | +20.7% | -21.9% | +42.6% | +23.1% |
| 3M | +0.8% | -44.5% | +45.3% | +5.7% |
| 6M | +12.2% | -32.6% | +44.8% | +15.3% |
| YTD | +4.2% | -26.2% | +30.4% | +5.8% |
| 1Y | -2.6% | +23.0% | -25.5% | -6.0% |
| 3Y | +30.0% | +81.8% | -51.7% | +15.3% |
| All | +30.0% | +81.3% | -51.3% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling