+2,454.4%
HON vs ARWR
-98.3%
+2,552.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +1.9% | -17.7% | +19.5% | +1.9% |
| 30D | +9.9% | -21.9% | +31.8% | +10.0% |
| 3M | -5.8% | -44.5% | +38.8% | -5.6% |
| 6M | +3.0% | -32.6% | +35.6% | +3.1% |
| YTD | +13.1% | -26.2% | +39.2% | +13.1% |
| 1Y | +13.2% | +23.0% | -9.8% | +13.0% |
| 3Y | +30.8% | +81.8% | -50.9% | +30.2% |
| 5Y | +13.0% | -36.0% | +49.1% | +12.8% |
| 10Y | +161.3% | +1,039.5% | -878.2% | +158.4% |
| All | +2,454.4% | -98.3% | +2,552.7% | +2,577.8% |
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