+867.2%
APD vs HBM
+492.8%
+374.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -6.9% | +0.7% |
| 7D | -1.6% | +5.0% | -6.6% | -2.4% |
| 30D | +10.6% | -12.7% | +23.4% | +12.6% |
| 3M | +2.5% | -17.4% | +20.0% | +4.9% |
| 6M | +6.0% | -8.9% | +14.8% | +5.5% |
| YTD | +28.4% | +14.9% | +13.5% | +21.2% |
| 1Y | +22.2% | +41.4% | -19.3% | +11.2% |
| 3Y | +26.6% | +462.1% | -435.6% | -12.0% |
| 5Y | +11.8% | +224.0% | -212.2% | -18.3% |
| 10Y | +187.8% | +320.9% | -133.1% | +73.8% |
| All | +867.2% | +492.8% | +374.4% | +359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling