-1.5%
HON vs ARWR
+195.4%
-196.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -2.6% | -4.3% | +1.7% | -2.3% |
| 30D | -11.9% | -7.3% | -4.6% | -11.4% |
| 3M | -6.1% | +17.0% | -23.1% | -7.4% |
| 6M | -19.2% | +39.8% | -59.0% | -21.1% |
| YTD | +0.2% | +24.7% | -24.5% | -2.0% |
| 1Y | -1.5% | +186.5% | -188.0% | -4.1% |
| All | -1.5% | +195.4% | -196.9% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling