-35.9%
APP vs HBM
+123.0%
-158.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.5% |
| 7D | +0.9% | -6.4% | +7.2% | +2.8% |
| 30D | -23.3% | +5.9% | -29.2% | -25.1% |
| 3M | -42.6% | -8.9% | -33.7% | -41.8% |
| 6M | -33.6% | +10.7% | -44.3% | -38.5% |
| YTD | -52.4% | +38.3% | -90.7% | -59.5% |
| 1Y | -35.9% | +121.3% | -157.2% | -54.8% |
| All | -35.9% | +123.0% | -158.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling