+528.8%
APP vs HBM
+187.9%
+340.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.0% | -4.2% | +2.0% |
| 7D | +79.2% | +5.0% | +74.1% | +75.3% |
| 30D | +48.0% | -12.7% | +60.7% | +53.7% |
| 3M | +18.2% | -17.4% | +35.7% | +23.7% |
| 6M | -12.5% | -8.9% | -3.6% | -13.4% |
| YTD | -39.2% | +14.9% | -54.1% | -45.2% |
| 1Y | -33.9% | +41.4% | -75.3% | -44.6% |
| 3Y | +933.3% | +462.1% | +471.1% | +454.4% |
| 5Y | +295.9% | +224.0% | +71.9% | +132.8% |
| All | +528.8% | +187.9% | +340.9% | +272.7% |
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