+19.7%
HPQ vs ARWR
+181.4%
-161.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.4% |
| 7D | -0.5% | +2.9% | -3.3% | -0.7% |
| 30D | +3.7% | -2.9% | +6.6% | +3.9% |
| 3M | +24.3% | +15.2% | +9.1% | +22.7% |
| 6M | +64.8% | +42.3% | +22.5% | +58.7% |
| YTD | +43.9% | +28.2% | +15.7% | +39.8% |
| 1Y | +11.7% | +213.2% | -201.6% | -1.4% |
| 3Y | +19.7% | +184.6% | -165.0% | -1.3% |
| All | +19.7% | +181.4% | -161.7% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling