+4,096.6%
HDB vs ARWR
+37.7%
+4,059.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.8% |
| 7D | +13.3% | -2.9% | +16.3% | +13.4% |
| 30D | +13.6% | -5.4% | +19.0% | +13.6% |
| 3M | +5.8% | -32.2% | +38.0% | +6.2% |
| 6M | -1.9% | -26.5% | +24.6% | -1.6% |
| YTD | -31.2% | -12.4% | -18.8% | -31.2% |
| 1Y | -29.6% | +46.9% | -76.4% | -30.0% |
| 3Y | -10.1% | +116.0% | -126.1% | -11.5% |
| 5Y | -24.3% | -28.0% | +3.6% | -24.9% |
| 10Y | +59.3% | +923.9% | -864.7% | +52.3% |
| All | +4,096.6% | +37.7% | +4,059.0% | +4,045.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling