+137.1%
HST vs ARWR
+1,021.8%
-884.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.3% | -19.9% | +18.7% | +0.9% |
| 30D | +13.4% | -18.7% | +32.1% | +15.6% |
| 3M | +16.7% | -44.7% | +61.4% | +23.7% |
| 6M | +24.0% | -36.5% | +60.5% | +29.0% |
| YTD | +54.0% | -25.7% | +79.6% | +56.7% |
| 1Y | +55.0% | +18.9% | +36.1% | +49.1% |
| 3Y | +89.3% | +83.1% | +6.3% | +65.7% |
| 5Y | +85.4% | -34.9% | +120.3% | +73.0% |
| 10Y | +137.1% | +1,080.9% | -943.7% | +102.2% |
| All | +137.1% | +1,021.8% | -884.7% | +102.2% |
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