-28.4%
HDB vs ARWR
+20.5%
-49.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.3% | +18.0% | +4.0% |
| 7D | +13.7% | -17.3% | +31.0% | +15.4% |
| 30D | +15.8% | -21.5% | +37.4% | +18.2% |
| 3M | +9.2% | -43.8% | +53.0% | +15.2% |
| 6M | +3.2% | -32.3% | +35.4% | +6.1% |
| YTD | -29.4% | -25.8% | -3.5% | -28.7% |
| All | -28.4% | +20.5% | -49.0% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling