+1,387.4%
HWM vs ARWR
+902.8%
+484.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -28.9% | -32.2% | +3.3% | -25.7% |
| 6M | -19.7% | -26.5% | +6.8% | -17.2% |
| YTD | +0.5% | -12.4% | +12.9% | +1.0% |
| 1Y | +0.3% | +46.9% | -46.6% | -6.0% |
| 3Y | +325.8% | +116.0% | +209.9% | +260.6% |
| 5Y | +524.7% | -28.0% | +552.7% | +479.1% |
| 10Y | +1,491.8% | +923.9% | +567.8% | +1,041.0% |
| All | +1,387.4% | +902.8% | +484.7% | +968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling