+10.0%
APD vs HBM
+205.9%
-195.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -3.7% | -3.6% | 0.0% | -3.2% |
| 30D | +9.6% | -19.2% | +28.8% | +12.5% |
| 3M | +1.6% | -20.5% | +22.1% | +4.2% |
| 6M | +2.2% | -12.8% | +15.0% | +2.3% |
| YTD | +25.9% | +5.4% | +20.4% | +19.9% |
| 1Y | +20.1% | +33.0% | -12.8% | +9.6% |
| 3Y | +12.4% | +357.3% | -344.9% | -23.3% |
| All | +10.0% | +205.9% | -195.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling