+64.9%
HDB vs ARWR
+1,021.8%
-956.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +6.9% | -19.9% | +26.9% | +8.7% |
| 30D | +15.2% | -18.7% | +34.0% | +16.9% |
| 3M | +11.7% | -44.7% | +56.4% | +16.8% |
| 6M | +7.5% | -36.5% | +44.0% | +10.9% |
| YTD | -28.8% | -25.7% | -3.1% | -27.7% |
| 1Y | -29.1% | +18.9% | -48.0% | -31.0% |
| 3Y | -7.0% | +83.1% | -90.1% | -16.0% |
| 5Y | -22.1% | -34.9% | +12.8% | -25.6% |
| 10Y | +64.9% | +1,080.9% | -1,016.0% | +34.2% |
| All | +64.9% | +1,021.8% | -956.9% | +34.2% |
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 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