+536.9%
HWM vs ARWR
-28.9%
+565.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +3.3% | -2.9% | +6.2% | +3.7% |
| 30D | -7.6% | -5.4% | -2.2% | -6.9% |
| 3M | -28.9% | -32.2% | +3.3% | -25.3% |
| 6M | -19.7% | -26.5% | +6.8% | -16.9% |
| YTD | +0.5% | -12.4% | +12.9% | +1.1% |
| 1Y | +0.3% | +46.9% | -46.6% | -6.6% |
| 3Y | +325.8% | +116.0% | +209.9% | +249.2% |
| All | +536.9% | -28.9% | +565.9% | +464.0% |
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