+82.3%
HST vs ARWR
-34.9%
+117.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +3.6% | -17.8% | +21.4% | +6.3% |
| 30D | +11.2% | -18.1% | +29.4% | +14.2% |
| 3M | +13.1% | -44.2% | +57.3% | +22.5% |
| 6M | +23.9% | -38.6% | +62.6% | +31.5% |
| YTD | +52.3% | -28.0% | +80.3% | +56.4% |
| 1Y | +56.7% | +16.1% | +40.5% | +47.6% |
| 3Y | +87.5% | +84.0% | +3.5% | +50.0% |
| All | +82.3% | -34.9% | +117.2% | +60.8% |
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