+636.8%
HLT vs ARWR
+978.7%
-341.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | -1.5% | -3.2% | +1.8% | -1.2% |
| 30D | -1.2% | -6.5% | +5.2% | -0.7% |
| 3M | -10.3% | +12.7% | -23.0% | -11.6% |
| 6M | +1.3% | +36.2% | -34.9% | -2.1% |
| YTD | +7.0% | +24.5% | -17.4% | +4.1% |
| 1Y | +11.9% | +198.0% | -186.1% | -0.3% |
| 3Y | +100.7% | +176.4% | -75.7% | +72.6% |
| 5Y | +147.5% | +26.6% | +121.0% | +121.8% |
| 10Y | +586.5% | +1,054.1% | -467.5% | +398.3% |
| All | +636.8% | +978.7% | -341.9% | +464.8% |
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