+1,249.9%
APD vs HDB
+4,142.9%
-2,893.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | -3.7% | +13.3% | -17.0% | -7.1% |
| 30D | +9.6% | +13.6% | -3.9% | +5.6% |
| 3M | +1.6% | +5.8% | -4.1% | -0.4% |
| 6M | +2.2% | -1.9% | +4.1% | +1.7% |
| YTD | +25.9% | -31.2% | +57.1% | +38.0% |
| 1Y | +20.1% | -29.6% | +49.7% | +30.8% |
| 3Y | +12.4% | -10.1% | +22.5% | +11.7% |
| 5Y | +11.1% | -24.3% | +35.5% | +14.5% |
| 10Y | +190.1% | +59.3% | +130.9% | +129.3% |
| All | +1,249.9% | +4,142.9% | -2,893.1% | +384.3% |
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 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