+88.8%
APA vs HBM
+123.0%
-34.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.3% |
| 7D | +0.5% | -6.4% | +6.9% | -0.1% |
| 30D | +23.4% | +5.9% | +17.5% | +24.2% |
| 3M | +12.7% | -8.9% | +21.6% | +12.5% |
| 6M | +39.4% | +10.7% | +28.8% | +47.2% |
| YTD | +79.0% | +38.3% | +40.7% | +83.6% |
| 1Y | +88.8% | +121.3% | -32.5% | +93.3% |
| All | +88.8% | +123.0% | -34.1% | +93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling