+2,806.2%
HSY vs ARWR
-97.0%
+2,903.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -3.3% | +1.7% | -5.0% | -3.3% |
| 30D | -2.8% | -0.7% | -2.2% | -2.8% |
| 3M | -4.5% | +14.9% | -19.4% | -4.5% |
| 6M | -24.2% | +32.6% | -56.8% | -24.3% |
| YTD | -2.7% | +30.0% | -32.8% | -2.9% |
| 1Y | -3.7% | +208.4% | -212.1% | -4.2% |
| 3Y | -11.5% | +208.8% | -220.3% | -12.0% |
| 5Y | +10.3% | +27.8% | -17.5% | +9.8% |
| 10Y | +122.1% | +1,107.6% | -985.4% | +118.5% |
| All | +2,806.2% | -97.0% | +2,903.2% | +2,521.9% |
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 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