+8.5%
HD vs ARWR
-36.3%
+44.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -1.2% | -19.9% | +18.8% | +1.2% |
| 30D | +20.9% | -18.7% | +39.6% | +23.6% |
| 3M | -0.2% | -44.7% | +44.5% | +6.7% |
| 6M | +14.5% | -36.5% | +51.0% | +19.7% |
| YTD | +4.3% | -25.7% | +30.0% | +6.3% |
| 1Y | -3.5% | +18.9% | -22.4% | -8.0% |
| 3Y | +30.1% | +83.1% | -53.0% | +9.3% |
| 5Y | +8.5% | -34.9% | +43.3% | -3.0% |
| All | +8.5% | -36.3% | +44.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling