+664.8%
HUBS vs ARWR
+1,024.2%
-359.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.3% | -3.7% |
| 7D | -6.2% | -3.2% | -3.0% | -5.6% |
| 30D | +6.6% | -6.5% | +13.1% | +7.9% |
| 3M | +16.4% | +12.7% | +3.8% | +12.3% |
| 6M | -19.7% | +36.2% | -55.9% | -26.1% |
| YTD | -42.6% | +24.5% | -67.1% | -46.4% |
| 1Y | -54.2% | +198.0% | -252.2% | -65.0% |
| 3Y | -57.1% | +176.4% | -233.5% | -69.8% |
| 5Y | -66.2% | +26.6% | -92.8% | -72.9% |
| 10Y | +328.3% | +1,054.1% | -725.8% | +122.3% |
| All | +664.8% | +1,024.2% | -359.5% | +260.8% |
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 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