+7.8%
APD vs HBM
+522.1%
-514.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.7% |
| 7D | -2.5% | +7.4% | -9.8% | -3.1% |
| 30D | -1.9% | +5.1% | -6.9% | -2.4% |
| 3M | +8.2% | +11.1% | -2.9% | +6.8% |
| 6M | +10.7% | +30.2% | -19.5% | +6.6% |
| YTD | +22.9% | +46.2% | -23.3% | +14.9% |
| 1Y | +5.8% | +120.0% | -114.3% | -7.6% |
| 3Y | +7.8% | +527.4% | -519.6% | -30.2% |
| All | +7.8% | +522.1% | -514.3% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling