+18.3%
APD vs HDB
-23.2%
+41.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +3.8% | +2.7% | +1.1% | +3.3% |
| 30D | +8.2% | +14.1% | -5.9% | +5.4% |
| 3M | +4.3% | +11.8% | -7.5% | +1.8% |
| 6M | +4.7% | +8.2% | -3.5% | +2.4% |
| YTD | +31.5% | -29.3% | +60.9% | +41.6% |
| 1Y | +23.5% | -28.8% | +52.3% | +32.7% |
| 3Y | +29.1% | -7.5% | +36.6% | +26.3% |
| All | +18.3% | -23.2% | +41.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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