-7.3%
APA vs HBM
+456.2%
-463.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | +8.5% | +2.2% | +6.3% | +7.5% |
| 30D | +2.8% | -11.8% | +14.6% | +6.1% |
| 3M | +21.7% | -19.2% | +40.9% | +28.0% |
| 6M | +32.6% | -22.9% | +55.5% | +37.1% |
| YTD | +103.7% | +7.8% | +95.9% | +78.0% |
| 1Y | +101.8% | +34.9% | +66.9% | +62.3% |
| 3Y | +48.1% | +422.2% | -374.2% | -32.3% |
| 5Y | +91.9% | +192.8% | -100.9% | +2.0% |
| 10Y | +8.4% | +281.1% | -272.8% | -55.6% |
| All | -7.3% | +456.2% | -463.4% | -73.6% |
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