+119.8%
HIG vs ARWR
+25.7%
+94.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.3% |
| 30D | -2.8% | -6.5% | +3.6% | -2.5% |
| 3M | +6.3% | +12.7% | -6.3% | +5.4% |
| 6M | -0.1% | +36.2% | -36.3% | -2.3% |
| YTD | +0.4% | +24.5% | -24.0% | -1.4% |
| 1Y | +6.2% | +198.0% | -191.7% | -1.7% |
| 3Y | +101.6% | +176.4% | -74.7% | +80.4% |
| 5Y | +119.8% | +26.6% | +93.3% | +98.0% |
| All | +119.8% | +25.7% | +94.2% | +98.0% |
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