+343.8%
HPE vs ARWR
+29.5%
+314.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.2% | +7.9% |
| 7D | +10.1% | +2.9% | +7.3% | +9.7% |
| 30D | +5.3% | -2.9% | +8.2% | +5.6% |
| 3M | +12.7% | +15.2% | -2.6% | +10.1% |
| 6M | +167.7% | +42.3% | +125.4% | +152.3% |
| YTD | +135.5% | +28.2% | +107.3% | +124.5% |
| 1Y | +143.4% | +213.2% | -69.9% | +102.0% |
| 3Y | +249.2% | +184.6% | +64.5% | +172.7% |
| 5Y | +343.8% | +29.2% | +314.6% | +259.9% |
| All | +343.8% | +29.5% | +314.3% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling