+61.3%
HDB vs ARWR
+921.6%
-860.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.3% | +18.0% | +3.9% |
| 7D | +13.7% | -17.3% | +31.0% | +15.3% |
| 30D | +15.8% | -21.5% | +37.4% | +17.9% |
| 3M | +9.2% | -43.8% | +53.0% | +14.1% |
| 6M | +3.2% | -32.3% | +35.4% | +5.8% |
| YTD | -29.4% | -25.8% | -3.5% | -28.3% |
| 1Y | -27.9% | +25.5% | -53.4% | -30.2% |
| 3Y | -5.9% | +84.1% | -90.0% | -15.0% |
| 5Y | -23.5% | -39.2% | +15.7% | -26.6% |
| 10Y | +61.3% | +1,072.4% | -1,011.0% | +31.3% |
| All | +61.3% | +921.6% | -860.2% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling