+109.8%
AAPL vs HBM
+392.2%
-282.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.0% | +5.5% | -8.5% | -3.7% |
| 30D | +2.3% | +3.3% | -1.0% | +1.6% |
| 3M | +8.6% | +12.7% | -4.0% | +6.1% |
| 6M | +21.6% | +28.2% | -6.6% | +15.5% |
| YTD | +16.3% | +45.3% | -29.0% | +7.6% |
| 1Y | +35.1% | +121.7% | -86.7% | +16.0% |
| 3Y | +79.4% | +523.5% | -444.2% | +26.2% |
| 5Y | +109.8% | +393.9% | -284.1% | +54.3% |
| All | +109.8% | +392.2% | -282.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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