+122.6%
HST vs ARWR
+1,009.4%
-886.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | +3.6% | -17.9% | +21.6% | +5.6% |
| 30D | +9.9% | -18.9% | +28.8% | +12.1% |
| 3M | +12.9% | -46.0% | +58.9% | +20.0% |
| 6M | +22.9% | -40.3% | +63.2% | +28.6% |
| YTD | +52.4% | -29.0% | +81.4% | +55.8% |
| 1Y | +52.5% | +13.8% | +38.7% | +47.4% |
| 3Y | +87.4% | +74.9% | +12.5% | +64.9% |
| 5Y | +82.9% | -36.2% | +119.2% | +71.2% |
| All | +122.6% | +1,009.4% | -886.8% | +90.9% |
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 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