+71.7%
HST vs ARWR
+28.5%
+43.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.3% |
| 30D | -12.3% | -0.7% | -11.6% | -12.2% |
| 3M | -6.4% | +14.9% | -21.2% | -8.9% |
| 6M | +15.0% | +32.6% | -17.6% | +8.8% |
| YTD | +30.5% | +30.0% | +0.5% | +23.5% |
| 1Y | +35.7% | +208.4% | -172.7% | +9.9% |
| 3Y | +68.4% | +208.8% | -140.4% | +25.7% |
| All | +71.7% | +28.5% | +43.3% | +39.7% |
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