+3,769.4%
HDB vs ARWR
+104.4%
+3,665.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.4% | +1.7% | -1.3% | +0.4% |
| 30D | -2.8% | -0.7% | -2.2% | -2.8% |
| 3M | -3.5% | +14.9% | -18.4% | -3.7% |
| 6M | -24.7% | +32.6% | -57.3% | -25.0% |
| YTD | -36.6% | +30.0% | -66.6% | -36.8% |
| 1Y | -34.4% | +208.4% | -242.7% | -35.4% |
| 3Y | -24.4% | +208.8% | -233.2% | -25.9% |
| 5Y | -35.4% | +27.8% | -63.2% | -36.2% |
| 10Y | +39.5% | +1,107.6% | -1,068.0% | +33.1% |
| All | +3,769.4% | +104.4% | +3,665.1% | +3,705.3% |
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