+6,123.5%
APD vs HRB
+3,493.2%
+2,630.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.3% | +2.9% |
| 7D | -1.6% | -2.4% | +0.9% | -1.0% |
| 30D | +10.6% | +15.7% | -5.1% | +6.4% |
| 3M | +2.5% | +11.4% | -8.9% | -1.2% |
| 6M | +6.0% | +40.7% | -34.8% | -4.4% |
| YTD | +28.4% | +21.0% | +7.5% | +18.3% |
| 1Y | +22.2% | +7.2% | +14.9% | +16.1% |
| 3Y | +26.6% | +29.2% | -2.6% | +12.1% |
| 5Y | +11.8% | +142.3% | -130.6% | -18.5% |
| 10Y | +187.8% | +253.1% | -65.3% | +74.0% |
| All | +6,123.5% | +3,493.2% | +2,630.3% | +1,454.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling