+1,579.2%
HWM vs ARWR
+921.6%
+657.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -15.3% | +20.4% | +6.9% |
| 7D | +1.6% | -17.3% | +18.9% | +3.7% |
| 30D | -3.9% | -21.5% | +17.6% | -1.3% |
| 3M | -23.2% | -43.8% | +20.6% | -18.0% |
| 6M | -20.0% | -32.3% | +12.3% | -16.8% |
| YTD | +5.7% | -25.8% | +31.5% | +8.1% |
| 1Y | +4.9% | +25.5% | -20.7% | -0.1% |
| 3Y | +347.0% | +84.1% | +262.9% | +283.7% |
| 5Y | +563.0% | -39.2% | +602.2% | +525.3% |
| 10Y | +1,579.2% | +1,072.4% | +506.8% | +1,106.3% |
| All | +1,579.2% | +921.6% | +657.6% | +1,106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling