+566.9%
HPE vs ARWR
+819.3%
-252.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -9.7% | -17.7% | +8.0% | -7.9% |
| 30D | -34.8% | -21.9% | -12.8% | -33.0% |
| 3M | -12.1% | -44.5% | +32.4% | -6.5% |
| 6M | +53.7% | -32.6% | +86.3% | +59.1% |
| YTD | +101.9% | -26.2% | +128.1% | +105.8% |
| 1Y | +104.3% | +23.0% | +81.4% | +95.1% |
| 3Y | +223.1% | +81.8% | +141.3% | +180.6% |
| 5Y | +249.2% | -36.0% | +285.2% | +226.6% |
| 10Y | +372.4% | +1,039.5% | -667.1% | +214.1% |
| All | +566.9% | +819.3% | -252.4% | +327.8% |
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