+370.3%
HPE vs ARWR
+1,024.2%
-654.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.1% | -3.9% |
| 7D | +7.9% | -17.8% | +25.7% | +9.9% |
| 30D | -23.5% | -18.1% | -5.3% | -22.0% |
| 3M | -19.1% | -44.2% | +25.1% | -14.2% |
| 6M | +51.4% | -38.6% | +90.0% | +58.2% |
| YTD | +103.4% | -28.0% | +131.5% | +107.7% |
| 1Y | +114.4% | +16.1% | +98.3% | +106.4% |
| 3Y | +224.7% | +84.0% | +140.7% | +183.0% |
| 5Y | +277.8% | -35.4% | +313.1% | +252.7% |
| All | +370.3% | +1,024.2% | -654.0% | +254.3% |
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