+255.0%
HIG vs ARWR
+1,024.2%
-769.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +2.6% | -17.8% | +20.5% | +4.0% |
| 30D | +4.2% | -18.1% | +22.3% | +5.6% |
| 3M | +0.2% | -44.2% | +44.4% | +4.3% |
| 6M | +4.6% | -38.6% | +43.3% | +7.7% |
| YTD | +1.1% | -28.0% | +29.1% | +2.4% |
| 1Y | +4.7% | +16.1% | -11.5% | +1.7% |
| 3Y | +95.5% | +84.0% | +11.5% | +75.6% |
| 5Y | +111.7% | -35.4% | +147.0% | +101.9% |
| All | +255.0% | +1,024.2% | -769.2% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling