+226.1%
HPQ vs ARWR
+978.7%
-752.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.2% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +9.7% | -6.5% | +16.2% | +10.4% |
| 3M | +32.7% | +12.7% | +20.0% | +30.5% |
| 6M | +77.7% | +36.2% | +41.5% | +70.2% |
| YTD | +51.0% | +24.5% | +26.5% | +45.7% |
| 1Y | +18.4% | +198.0% | -179.6% | +2.6% |
| 3Y | +25.6% | +176.4% | -150.8% | +4.2% |
| 5Y | +38.6% | +26.6% | +12.1% | +20.9% |
| 10Y | +226.1% | +1,054.1% | -827.9% | +136.7% |
| All | +226.1% | +978.7% | -752.6% | +136.7% |
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