+952.0%
HIG vs ARWR
-88.4%
+1,040.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.2% |
| 7D | -0.1% | -17.9% | +17.8% | +0.1% |
| 30D | +4.4% | -18.9% | +23.2% | +4.6% |
| 3M | 0.0% | -46.0% | +46.0% | +0.6% |
| 6M | +3.8% | -40.3% | +44.1% | +4.3% |
| YTD | +0.7% | -29.0% | +29.7% | +0.9% |
| 1Y | +5.0% | +13.8% | -8.8% | +4.7% |
| 3Y | +95.3% | +74.9% | +20.5% | +92.9% |
| 5Y | +110.8% | -36.2% | +147.0% | +109.6% |
| 10Y | +261.9% | +1,028.0% | -766.1% | +246.8% |
| All | +952.0% | -88.4% | +1,040.4% | +809.5% |
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