+6,403.4%
HD vs ARWR
-97.0%
+6,500.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.1% | +1.7% | -3.7% | -2.1% |
| 30D | -8.4% | -0.7% | -7.8% | -8.4% |
| 3M | +4.3% | +14.9% | -10.5% | +4.3% |
| 6M | -11.1% | +32.6% | -43.8% | -11.2% |
| YTD | -4.7% | +30.0% | -34.7% | -4.8% |
| 1Y | -19.8% | +208.4% | -228.2% | -20.1% |
| 3Y | +4.1% | +208.8% | -204.7% | +3.6% |
| 5Y | +10.3% | +27.8% | -17.5% | +9.9% |
| 10Y | +203.2% | +1,107.6% | -904.4% | +201.5% |
| All | +6,403.4% | -97.0% | +6,500.5% | +6,956.3% |
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 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