+166.1%
APA vs HRB
+112.6%
+53.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +3.0% |
| 7D | -1.7% | -9.1% | +7.4% | 0.0% |
| 30D | +15.7% | +0.3% | +15.5% | +15.0% |
| 3M | +16.5% | +23.4% | -6.9% | +10.5% |
| 6M | +35.1% | +45.1% | -10.0% | +23.2% |
| YTD | +82.2% | +8.9% | +73.3% | +77.7% |
| 1Y | +102.5% | -7.9% | +110.4% | +105.9% |
| 3Y | +10.3% | +27.9% | -17.6% | -2.1% |
| 5Y | +166.1% | +108.3% | +57.8% | +108.4% |
| All | +166.1% | +112.6% | +53.5% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling