+185.0%
APD vs HRB
+252.0%
-67.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.2% | -4.0% | +3.8% | +0.5% |
| 30D | +11.0% | +15.8% | -4.7% | +7.8% |
| 3M | +2.0% | +12.0% | -10.0% | -0.9% |
| 6M | +7.1% | +40.7% | -33.7% | -1.1% |
| YTD | +29.8% | +21.0% | +8.8% | +22.8% |
| 1Y | +24.0% | +11.7% | +12.4% | +19.6% |
| 3Y | +27.2% | +25.0% | +2.2% | +17.0% |
| 5Y | +12.8% | +141.0% | -128.3% | -13.1% |
| 10Y | +185.0% | +241.3% | -56.3% | +94.2% |
| All | +185.0% | +252.0% | -67.0% | +94.2% |
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