+116.4%
HPE vs ARWR
+59.7%
+56.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.2% | -5.9% |
| 7D | -17.0% | +2.4% | -19.4% | -17.1% |
| 30D | -26.7% | -1.1% | -25.6% | -26.7% |
| 3M | -4.1% | -31.2% | +27.0% | -1.9% |
| 6M | +75.4% | -19.3% | +94.7% | +76.6% |
| YTD | +111.0% | -7.1% | +118.2% | +106.3% |
| 1Y | +116.4% | +62.9% | +53.6% | +95.9% |
| All | +116.4% | +59.7% | +56.7% | +95.9% |
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