-2.6%
APA vs HRB
+205.6%
-208.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +0.3% | -10.6% | +10.9% | +3.6% |
| 30D | +9.3% | -0.8% | +10.1% | +8.6% |
| 3M | +23.3% | +19.1% | +4.3% | +15.1% |
| 6M | +39.5% | +48.7% | -9.2% | +19.5% |
| YTD | +87.6% | +7.1% | +80.5% | +78.2% |
| 1Y | +114.2% | -8.3% | +122.6% | +113.7% |
| 3Y | +13.6% | +25.8% | -12.3% | -2.4% |
| 5Y | +175.6% | +111.1% | +64.5% | +88.3% |
| 10Y | -2.6% | +206.6% | -209.2% | -45.0% |
| All | -2.6% | +205.6% | -208.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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