+1,234.0%
APD vs HDB
+3,812.1%
-2,578.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +2.1% | -2.8% | +4.9% | +2.9% |
| 3M | +7.2% | -3.5% | +10.7% | +7.7% |
| 6M | +11.2% | -24.7% | +36.0% | +19.5% |
| YTD | +24.4% | -36.6% | +61.0% | +40.1% |
| 1Y | +6.7% | -34.4% | +41.0% | +18.8% |
| 3Y | +9.2% | -24.4% | +33.6% | +14.5% |
| 5Y | +27.4% | -35.4% | +62.7% | +37.7% |
| 10Y | +164.8% | +39.5% | +125.3% | +118.1% |
| All | +1,234.0% | +3,812.1% | -2,578.1% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling