+527.5%
APP vs HBM
+170.1%
+357.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.3% |
| 7D | +4.6% | +2.2% | +2.3% | +3.8% |
| 30D | +56.0% | -11.8% | +67.8% | +61.4% |
| 3M | +30.8% | -19.2% | +50.0% | +37.8% |
| 6M | -9.8% | -22.9% | +13.1% | -5.5% |
| YTD | -39.3% | +7.8% | -47.1% | -44.2% |
| 1Y | -26.4% | +34.9% | -61.4% | -37.5% |
| 3Y | +887.9% | +422.2% | +465.7% | +441.8% |
| 5Y | +264.1% | +192.8% | +71.3% | +119.8% |
| All | +527.5% | +170.1% | +357.3% | +279.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling