+10.3%
APA vs HBM
+522.1%
-511.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +1.0% |
| 7D | -1.7% | +7.4% | -9.0% | -2.7% |
| 30D | +15.7% | +5.1% | +10.7% | +14.7% |
| 3M | +16.5% | +11.1% | +5.3% | +13.9% |
| 6M | +35.1% | +30.2% | +4.9% | +25.5% |
| YTD | +82.2% | +46.2% | +36.0% | +60.5% |
| 1Y | +102.5% | +120.0% | -17.6% | +55.3% |
| 3Y | +10.3% | +527.4% | -517.1% | -43.5% |
| All | +10.3% | +522.1% | -511.8% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling