+4.4%
HWM vs ARWR
+59.7%
-55.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.6% | -7.8% | -4.7% |
| 7D | +9.4% | +2.4% | +7.0% | +9.1% |
| 30D | -7.0% | -1.1% | -5.9% | -6.9% |
| 3M | -25.9% | -31.2% | +5.3% | -22.3% |
| 6M | -10.8% | -19.3% | +8.5% | -9.0% |
| YTD | +4.3% | -7.1% | +11.5% | +4.2% |
| 1Y | +4.4% | +62.9% | -58.5% | +2.2% |
| All | +4.4% | +59.7% | -55.3% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling