+378.5%
APP vs HBM
+266.4%
+112.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.8% | -8.4% | -4.5% |
| 7D | +0.1% | +7.4% | -7.3% | -2.3% |
| 30D | -10.0% | +5.1% | -15.1% | -11.9% |
| 3M | -44.6% | +11.1% | -55.8% | -47.4% |
| 6M | -37.9% | +30.2% | -68.1% | -45.4% |
| YTD | -53.7% | +46.2% | -99.9% | -60.9% |
| 1Y | -43.0% | +120.0% | -163.0% | -58.4% |
| 3Y | +640.8% | +527.4% | +113.3% | +283.0% |
| 5Y | +358.8% | +400.4% | -41.6% | +146.2% |
| All | +378.5% | +266.4% | +112.2% | +165.4% |
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