+6,857.6%
HD vs ARWR
-98.0%
+6,955.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -1.9% |
| 7D | +4.3% | -2.9% | +7.2% | +4.3% |
| 30D | +20.2% | -5.4% | +25.6% | +20.2% |
| 3M | -1.0% | -32.2% | +31.2% | -0.9% |
| 6M | +7.9% | -26.5% | +34.4% | +8.0% |
| YTD | +2.0% | -12.4% | +14.4% | +2.0% |
| 1Y | -4.3% | +46.9% | -51.2% | -4.4% |
| 3Y | +25.9% | +116.0% | -90.0% | +25.5% |
| 5Y | +5.8% | -28.0% | +33.8% | +5.6% |
| 10Y | +262.5% | +923.9% | -661.4% | +260.9% |
| All | +6,857.6% | -98.0% | +6,955.6% | +7,457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling