+151.9%
HPQ vs ARWR
+1,009.4%
-857.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | -1.9% | -17.9% | +16.0% | +0.1% |
| 30D | -5.7% | -18.9% | +13.2% | -3.7% |
| 3M | -0.4% | -46.0% | +45.6% | +6.0% |
| 6M | +40.0% | -40.3% | +80.4% | +46.6% |
| YTD | +34.6% | -29.0% | +63.6% | +37.4% |
| 1Y | +20.4% | +13.8% | +6.6% | +15.5% |
| 3Y | +18.3% | +74.9% | -56.6% | +2.3% |
| 5Y | +9.6% | -36.2% | +45.8% | +2.4% |
| All | +151.9% | +1,009.4% | -857.5% | +84.3% |
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