+6,988.6%
HD vs ARWR
-98.0%
+7,086.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.2% | -1.5% |
| 7D | +6.4% | -5.0% | +11.4% | +6.4% |
| 30D | +22.1% | -6.6% | +28.7% | +22.1% |
| 3M | -0.2% | -33.9% | +33.7% | -0.1% |
| 6M | +12.6% | -23.3% | +35.9% | +12.7% |
| YTD | +3.9% | -13.5% | +17.4% | +3.9% |
| 1Y | -3.7% | +42.5% | -46.3% | -3.9% |
| 3Y | +27.9% | +104.1% | -76.3% | +27.4% |
| 5Y | +7.8% | -28.8% | +36.6% | +7.6% |
| 10Y | +269.4% | +911.6% | -642.3% | +267.7% |
| All | +6,988.6% | -98.0% | +7,086.7% | +7,599.8% |
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