+65.9%
HDB vs ARWR
+1,009.4%
-943.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.8% |
| 7D | +4.1% | -17.9% | +22.0% | +5.6% |
| 30D | +13.0% | -18.9% | +31.9% | +14.7% |
| 3M | +11.3% | -46.0% | +57.2% | +16.6% |
| 6M | +6.9% | -40.3% | +47.3% | +10.8% |
| YTD | -29.6% | -29.0% | -0.7% | -28.3% |
| 1Y | -29.5% | +13.8% | -43.4% | -31.2% |
| 3Y | -8.1% | +74.9% | -83.0% | -16.7% |
| 5Y | -23.4% | -36.2% | +12.8% | -26.7% |
| All | +65.9% | +1,009.4% | -943.5% | +35.3% |
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