+169.1%
APD vs HBM
+625.8%
-456.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.6% | +5.5% | -10.1% | -5.4% |
| 30D | -4.2% | +3.3% | -7.5% | -4.9% |
| 3M | +5.0% | +12.7% | -7.7% | +2.3% |
| 6M | +8.9% | +28.2% | -19.3% | +2.9% |
| YTD | +21.9% | +45.3% | -23.4% | +11.7% |
| 1Y | +5.6% | +121.7% | -116.1% | -10.2% |
| 3Y | +6.9% | +523.5% | -516.6% | -26.2% |
| 5Y | +25.3% | +393.9% | -368.6% | -13.7% |
| 10Y | +169.1% | +647.9% | -478.8% | +49.4% |
| All | +169.1% | +625.8% | -456.8% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling