+1,514.6%
HPQ vs ARWR
-98.3%
+1,613.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.5% | -17.7% | +18.2% | +0.6% |
| 30D | -5.9% | -21.9% | +16.0% | -5.8% |
| 3M | -3.7% | -44.5% | +40.8% | -3.5% |
| 6M | +28.1% | -32.6% | +60.7% | +28.3% |
| YTD | +32.5% | -26.2% | +58.7% | +32.6% |
| 1Y | +18.1% | +23.0% | -4.9% | +17.9% |
| 3Y | +16.4% | +81.8% | -65.3% | +15.8% |
| 5Y | +8.9% | -36.0% | +44.9% | +8.6% |
| 10Y | +157.6% | +1,039.5% | -881.9% | +154.5% |
| All | +1,514.6% | -98.3% | +1,613.0% | +1,642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling