+137.8%
HL vs ARWR
-39.6%
+177.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.2% |
| 7D | +8.2% | -17.7% | +25.9% | +12.1% |
| 30D | -16.3% | -21.9% | +5.6% | -12.3% |
| 3M | -18.6% | -44.5% | +26.0% | -8.8% |
| 6M | -23.2% | -32.6% | +9.4% | -17.4% |
| YTD | -25.5% | -26.2% | +0.7% | -21.6% |
| 1Y | -4.8% | +23.0% | -27.7% | -9.6% |
| 3Y | +281.4% | +81.8% | +199.7% | +211.8% |
| 5Y | +137.8% | -36.0% | +173.9% | +112.7% |
| All | +137.8% | -39.6% | +177.5% | +112.7% |
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