+190.7%
APD vs HRB
+243.1%
-52.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -1.2% | -8.1% | +6.9% | +0.4% |
| 30D | +11.0% | +15.0% | -4.0% | +7.9% |
| 3M | +2.6% | +10.2% | -7.7% | 0.0% |
| 6M | +4.8% | +44.2% | -39.4% | -3.6% |
| YTD | +31.0% | +21.0% | +10.0% | +24.0% |
| 1Y | +23.4% | +12.0% | +11.4% | +18.9% |
| 3Y | +28.4% | +24.9% | +3.4% | +18.1% |
| 5Y | +15.2% | +144.6% | -129.4% | -11.7% |
| 10Y | +190.7% | +229.4% | -38.7% | +97.5% |
| All | +190.7% | +243.1% | -52.4% | +97.5% |
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