+26.1%
APD vs HRB
+112.6%
-86.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.4% |
| 7D | -2.5% | -9.1% | +6.6% | -1.4% |
| 30D | -1.9% | +0.3% | -2.1% | -2.1% |
| 3M | +8.2% | +23.4% | -15.2% | +4.8% |
| 6M | +10.7% | +45.1% | -34.4% | +4.2% |
| YTD | +22.9% | +8.9% | +14.0% | +22.4% |
| 1Y | +5.8% | -7.9% | +13.7% | +8.9% |
| 3Y | +7.8% | +27.9% | -20.2% | +0.7% |
| 5Y | +26.1% | +108.3% | -82.2% | +5.9% |
| All | +26.1% | +112.6% | -86.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling