+1,524.1%
HWM vs ARWR
+906.2%
+617.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.4% |
| 7D | +3.4% | -2.9% | +6.3% | +3.7% |
| 30D | -7.5% | -5.4% | -2.1% | -6.9% |
| 3M | -28.9% | -32.2% | +3.4% | -25.6% |
| 6M | -19.6% | -26.5% | +6.9% | -17.1% |
| YTD | +0.6% | -12.4% | +13.0% | +1.1% |
| 1Y | +0.3% | +46.9% | -46.5% | -5.9% |
| 3Y | +326.1% | +116.0% | +210.2% | +261.1% |
| 5Y | +525.2% | -28.0% | +553.1% | +479.6% |
| All | +1,524.1% | +906.2% | +617.9% | +1,080.8% |
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 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