+540.2%
HPE vs ARWR
+978.7%
-438.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.4% |
| 7D | +13.6% | -3.2% | +16.9% | +14.0% |
| 30D | +7.7% | -6.5% | +14.2% | +8.4% |
| 3M | +22.4% | +12.7% | +9.7% | +20.4% |
| 6M | +172.6% | +36.2% | +136.4% | +161.5% |
| YTD | +147.5% | +24.5% | +123.1% | +139.3% |
| 1Y | +151.8% | +198.0% | -46.2% | +119.5% |
| 3Y | +267.1% | +176.4% | +90.7% | +207.6% |
| 5Y | +362.8% | +26.6% | +336.2% | +304.3% |
| 10Y | +540.2% | +1,054.1% | -513.9% | +372.7% |
| All | +540.2% | +978.7% | -438.6% | +372.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling