+8.2%
HPQ vs ARWR
-39.3%
+47.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.3% | +14.6% | +0.9% |
| 7D | -0.6% | -17.3% | +16.7% | +1.3% |
| 30D | -6.5% | -21.5% | +15.1% | -4.1% |
| 3M | -5.1% | -43.8% | +38.7% | +0.7% |
| 6M | +27.3% | -32.3% | +59.6% | +31.4% |
| YTD | +31.7% | -25.8% | +57.5% | +33.6% |
| 1Y | +13.0% | +25.5% | -12.5% | +6.1% |
| 3Y | +18.3% | +84.1% | -65.8% | -1.6% |
| All | +8.2% | -39.3% | +47.5% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling