+157.1%
HPQ vs ARWR
+1,021.8%
-864.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -3.2% | -19.9% | +16.7% | -1.0% |
| 30D | -3.0% | -18.7% | +15.7% | -1.0% |
| 3M | +0.6% | -44.7% | +45.3% | +6.8% |
| 6M | +36.6% | -36.5% | +73.1% | +42.1% |
| YTD | +35.0% | -25.7% | +60.7% | +37.1% |
| 1Y | +23.1% | +18.9% | +4.1% | +17.5% |
| 3Y | +18.6% | +83.1% | -64.4% | +2.1% |
| 5Y | +10.3% | -34.9% | +45.2% | +2.9% |
| 10Y | +157.1% | +1,080.9% | -923.8% | +87.3% |
| All | +157.1% | +1,021.8% | -864.8% | +87.3% |
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