+741.5%
HWM vs ARWR
+28.5%
+713.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | -11.0% | -0.7% | -10.3% | -10.9% |
| 3M | +4.0% | +14.9% | -10.8% | +1.7% |
| 6M | -0.2% | +32.6% | -32.8% | -4.6% |
| YTD | +26.7% | +30.0% | -3.4% | +21.1% |
| 1Y | +44.7% | +208.4% | -163.6% | +21.9% |
| 3Y | +426.1% | +208.8% | +217.3% | +312.2% |
| All | +741.5% | +28.5% | +713.0% | +594.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling