+192.8%
APD vs HRB
+226.2%
-33.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.2% | -7.8% | +9.9% | +3.7% |
| 30D | +9.4% | +15.7% | -6.3% | +6.3% |
| 3M | +4.7% | -5.5% | +10.2% | +5.5% |
| 6M | +5.5% | +41.1% | -35.7% | -2.6% |
| YTD | +31.4% | +20.4% | +11.0% | +24.5% |
| 1Y | +24.1% | +15.2% | +8.9% | +18.8% |
| 3Y | +28.8% | +24.3% | +4.5% | +18.6% |
| 5Y | +15.8% | +144.7% | -128.9% | -11.3% |
| All | +192.8% | +226.2% | -33.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling