+1,540.8%
HPQ vs ARWR
-98.4%
+1,639.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.3% |
| 7D | -1.9% | -17.9% | +16.0% | -1.8% |
| 30D | -5.7% | -18.9% | +13.2% | -5.6% |
| 3M | -0.4% | -46.0% | +45.6% | -0.1% |
| 6M | +40.0% | -40.3% | +80.4% | +40.3% |
| YTD | +34.6% | -29.0% | +63.6% | +34.8% |
| 1Y | +20.4% | +13.8% | +6.6% | +20.2% |
| 3Y | +18.3% | +74.9% | -56.6% | +17.7% |
| 5Y | +9.6% | -36.2% | +45.8% | +9.3% |
| 10Y | +156.3% | +1,028.0% | -871.6% | +153.3% |
| All | +1,540.8% | -98.4% | +1,639.1% | +1,670.9% |
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