+36.9%
APA vs HRB
+29.4%
+7.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.5% | -4.0% | -1.5% | -5.4% |
| 30D | -1.2% | +15.8% | -16.9% | -2.4% |
| 3M | +10.6% | +12.0% | -1.5% | +9.1% |
| 6M | +28.4% | +40.7% | -12.3% | +24.2% |
| YTD | +89.7% | +21.0% | +68.8% | +86.9% |
| 1Y | +90.6% | +11.7% | +78.9% | +89.5% |
| 3Y | +36.9% | +25.0% | +11.9% | +29.2% |
| All | +36.9% | +29.4% | +7.5% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling