-25.3%
HDB vs ARWR
-28.9%
+3.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | +13.3% | -2.9% | +16.3% | +13.6% |
| 30D | +13.6% | -5.4% | +19.0% | +14.1% |
| 3M | +5.8% | -32.2% | +38.0% | +9.6% |
| 6M | -1.9% | -26.5% | +24.6% | +0.4% |
| YTD | -31.2% | -12.4% | -18.8% | -31.0% |
| 1Y | -29.6% | +46.9% | -76.4% | -33.1% |
| 3Y | -10.1% | +116.0% | -126.1% | -22.2% |
| All | -25.3% | -28.9% | +3.6% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling