+60.4%
HYG vs ARKK
+353.6%
-293.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | -0.7% | +2.7% | -3.4% | -1.1% |
| 3M | -0.2% | +10.8% | -11.0% | -1.7% |
| 6M | +1.4% | +14.4% | -13.0% | -0.7% |
| YTD | +1.5% | +8.7% | -7.2% | -0.2% |
| 1Y | +2.9% | +6.7% | -3.9% | +1.2% |
| 3Y | +25.6% | +87.4% | -61.8% | +12.3% |
| 5Y | +18.6% | -29.5% | +48.0% | +17.3% |
| 10Y | +55.7% | +331.8% | -276.1% | +8.1% |
| All | +60.4% | +353.6% | -293.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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