+951.1%
HST vs ARWR
-98.0%
+1,049.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -2.7% | -2.9% | +0.2% | -2.7% |
| 30D | +10.7% | -5.4% | +16.1% | +10.7% |
| 3M | +6.3% | -32.2% | +38.5% | +6.6% |
| 6M | +19.0% | -26.5% | +45.5% | +19.2% |
| YTD | +47.0% | -12.4% | +59.4% | +47.1% |
| 1Y | +53.4% | +46.9% | +6.6% | +52.8% |
| 3Y | +78.0% | +116.0% | -38.0% | +76.2% |
| 5Y | +71.7% | -28.0% | +99.6% | +70.9% |
| 10Y | +146.2% | +923.9% | -777.8% | +139.5% |
| All | +951.1% | -98.0% | +1,049.1% | +888.7% |
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 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