-3.7%
APA vs HBM
+619.2%
-622.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +4.6% | -3.3% | +7.9% | +5.7% |
| 30D | +11.9% | -4.8% | +16.7% | +13.0% |
| 3M | +22.5% | -0.4% | +22.9% | +19.5% |
| 6M | +37.5% | +17.9% | +19.7% | +19.6% |
| YTD | +87.2% | +33.7% | +53.4% | +50.7% |
| 1Y | +101.4% | +95.6% | +5.8% | +36.3% |
| 3Y | +16.9% | +458.1% | -441.2% | -53.3% |
| 5Y | +178.4% | +329.0% | -150.6% | +16.1% |
| All | -3.7% | +619.2% | -622.8% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling