+34.1%
HL vs ARWR
-98.3%
+132.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.3% |
| 7D | +8.2% | -17.7% | +25.9% | +8.4% |
| 30D | -16.3% | -21.9% | +5.6% | -16.1% |
| 3M | -18.6% | -44.5% | +26.0% | -18.0% |
| 6M | -23.2% | -32.6% | +9.4% | -22.9% |
| YTD | -25.5% | -26.2% | +0.7% | -25.3% |
| 1Y | -4.8% | +23.0% | -27.7% | -5.0% |
| 3Y | +281.4% | +81.8% | +199.7% | +277.4% |
| 5Y | +137.8% | -36.0% | +173.9% | +137.1% |
| 10Y | +135.5% | +1,039.5% | -904.1% | +127.1% |
| All | +34.1% | -98.3% | +132.4% | +33.8% |
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