+169.1%
APD vs HRB
+205.6%
-36.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.6% | -10.6% | +6.0% | -2.5% |
| 30D | -4.2% | -0.8% | -3.4% | -4.5% |
| 3M | +5.0% | +19.1% | -14.1% | +0.6% |
| 6M | +8.9% | +48.7% | -39.8% | -1.3% |
| YTD | +21.9% | +7.1% | +14.8% | +18.4% |
| 1Y | +5.6% | -8.3% | +13.9% | +6.2% |
| 3Y | +6.9% | +25.8% | -19.0% | -2.3% |
| 5Y | +25.3% | +111.1% | -85.7% | -0.8% |
| 10Y | +169.1% | +206.6% | -37.5% | +86.3% |
| All | +169.1% | +205.6% | -36.6% | +86.3% |
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