+18.6%
HYG vs ARWR
+26.4%
-7.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | -4.3% | +3.6% | -0.5% |
| 30D | -0.6% | -7.3% | +6.7% | -0.2% |
| 3M | +0.4% | +17.0% | -16.6% | -0.6% |
| 6M | +1.2% | +39.8% | -38.6% | -0.9% |
| YTD | +1.5% | +24.7% | -23.2% | -0.2% |
| 1Y | +3.2% | +186.5% | -183.3% | -3.4% |
| 3Y | +25.9% | +176.8% | -150.9% | +14.8% |
| 5Y | +18.6% | +29.3% | -10.7% | +9.9% |
| All | +18.6% | +26.4% | -7.8% | +9.9% |
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