-10.5%
APA vs HBM
+470.7%
-481.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.1% | -1.3% | +6.3% | +5.2% |
| 30D | +0.3% | -14.8% | +15.1% | +4.8% |
| 3M | +15.6% | -20.7% | +36.3% | +22.3% |
| 6M | +28.9% | -13.9% | +42.8% | +28.3% |
| YTD | +96.6% | +10.6% | +85.9% | +70.3% |
| 1Y | +95.5% | +32.4% | +63.2% | +58.1% |
| 3Y | +41.8% | +432.0% | -390.2% | -35.5% |
| 5Y | +85.4% | +205.5% | -120.1% | -2.8% |
| 10Y | +4.5% | +291.1% | -286.6% | -57.5% |
| All | -10.5% | +470.7% | -481.2% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling