+166.1%
APA vs HBM
+369.9%
-203.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +0.2% |
| 7D | -1.7% | +7.4% | -9.0% | -3.6% |
| 30D | +15.7% | +5.1% | +10.7% | +13.6% |
| 3M | +16.5% | +11.1% | +5.3% | +10.9% |
| 6M | +35.1% | +30.2% | +4.9% | +17.5% |
| YTD | +82.2% | +46.2% | +36.0% | +48.0% |
| 1Y | +102.5% | +120.0% | -17.6% | +37.9% |
| 3Y | +10.3% | +527.4% | -517.1% | -56.1% |
| 5Y | +166.1% | +400.4% | -234.3% | +7.1% |
| All | +166.1% | +369.9% | -203.8% | +7.1% |
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 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