+1,474.6%
HWM vs ARWR
+1,024.2%
+450.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.2% |
| 7D | +7.3% | -17.8% | +25.1% | +9.6% |
| 30D | +1.6% | -18.1% | +19.7% | +3.8% |
| 3M | -21.9% | -44.2% | +22.3% | -16.5% |
| 6M | -19.0% | -38.6% | +19.6% | -14.8% |
| YTD | +7.9% | -28.0% | +36.0% | +10.8% |
| 1Y | +9.9% | +16.1% | -6.2% | +5.7% |
| 3Y | +342.1% | +84.0% | +258.2% | +279.6% |
| 5Y | +600.8% | -35.4% | +636.2% | +556.2% |
| All | +1,474.6% | +1,024.2% | +450.4% | +1,038.0% |
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