-22.2%
HDB vs ARWR
-34.9%
+12.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.3% |
| 7D | +2.7% | -17.8% | +20.6% | +4.5% |
| 30D | +14.1% | -18.1% | +32.3% | +16.0% |
| 3M | +11.8% | -44.2% | +56.0% | +17.8% |
| 6M | +8.2% | -38.6% | +46.8% | +12.5% |
| YTD | -29.3% | -28.0% | -1.3% | -27.9% |
| 1Y | -28.8% | +16.1% | -44.9% | -30.9% |
| 3Y | -7.5% | +84.0% | -91.4% | -19.0% |
| All | -22.2% | -34.9% | +12.7% | -27.0% |
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