+561.5%
HPE vs ARWR
+823.8%
-262.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -15.3% | +21.5% | +7.9% |
| 7D | -7.1% | -17.3% | +10.2% | -5.3% |
| 30D | -35.3% | -21.5% | -13.8% | -33.6% |
| 3M | -10.4% | -43.8% | +33.4% | -4.9% |
| 6M | +52.5% | -32.3% | +84.7% | +57.7% |
| YTD | +100.3% | -25.8% | +126.1% | +104.0% |
| 1Y | +106.4% | +25.5% | +80.9% | +96.6% |
| 3Y | +227.4% | +84.1% | +143.3% | +184.0% |
| 5Y | +250.6% | -39.2% | +289.8% | +229.6% |
| 10Y | +365.4% | +1,072.4% | -707.0% | +208.1% |
| All | +561.5% | +823.8% | -262.3% | +324.1% |
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