+138.5%
HLT vs ARWR
+29.8%
+108.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.6% | -4.3% | +1.7% | -2.1% |
| 30D | -2.6% | -7.3% | +4.6% | -1.8% |
| 3M | -9.4% | +17.0% | -26.4% | -11.5% |
| 6M | +2.7% | +39.8% | -37.1% | -2.1% |
| YTD | +6.8% | +24.7% | -17.9% | +2.8% |
| 1Y | +12.4% | +186.5% | -174.1% | -3.5% |
| 3Y | +100.2% | +176.8% | -76.6% | +61.3% |
| All | +138.5% | +29.8% | +108.7% | +106.2% |
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