+506.6%
APP vs HBM
+177.3%
+329.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.4% |
| 7D | +61.1% | +2.4% | +58.7% | +59.0% |
| 30D | +42.8% | -16.0% | +58.7% | +50.1% |
| 3M | +16.7% | -21.3% | +38.0% | +23.9% |
| 6M | -15.6% | -12.2% | -3.4% | -15.4% |
| YTD | -41.3% | +10.7% | -52.0% | -46.5% |
| 1Y | -39.3% | +30.3% | -69.6% | -47.7% |
| 3Y | +803.2% | +432.2% | +371.0% | +392.3% |
| 5Y | +313.2% | +218.8% | +94.4% | +145.2% |
| All | +506.6% | +177.3% | +329.3% | +263.8% |
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 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