+134.4%
HL vs ARWR
+1,009.4%
-875.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.0% | -4.8% |
| 7D | -7.6% | -17.9% | +10.3% | -5.2% |
| 30D | -17.5% | -18.9% | +1.4% | -15.1% |
| 3M | -26.2% | -46.0% | +19.7% | -19.6% |
| 6M | -35.1% | -40.3% | +5.3% | -30.4% |
| YTD | -30.4% | -29.0% | -1.4% | -27.4% |
| 1Y | -14.0% | +13.8% | -27.8% | -16.3% |
| 3Y | +256.3% | +74.9% | +181.4% | +210.3% |
| 5Y | +112.5% | -36.2% | +148.7% | +101.3% |
| All | +134.4% | +1,009.4% | -875.0% | +78.9% |
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