+5,927.3%
APD vs HRB
+3,357.9%
+2,569.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | -2.2% | -5.7% | +3.5% | -0.8% |
| 30D | +2.1% | +7.9% | -5.8% | -0.4% |
| 3M | +7.2% | +32.1% | -25.0% | -1.2% |
| 6M | +11.2% | +62.2% | -51.0% | -4.2% |
| YTD | +24.4% | +16.4% | +8.0% | +16.1% |
| 1Y | +6.7% | -0.3% | +6.9% | +3.6% |
| 3Y | +9.2% | +36.0% | -26.8% | -4.4% |
| 5Y | +27.4% | +125.2% | -97.8% | -5.2% |
| 10Y | +164.8% | +237.7% | -72.8% | +62.4% |
| All | +5,927.3% | +3,357.9% | +2,569.4% | +1,425.5% |
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 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