+892.4%
APP vs HBM
+348.5%
+543.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.3% |
| 7D | +71.2% | -3.6% | +74.9% | +72.3% |
| 30D | +39.1% | -19.2% | +58.3% | +49.7% |
| 3M | +16.5% | -20.5% | +37.1% | +24.4% |
| 6M | -16.6% | -12.8% | -3.7% | -17.2% |
| YTD | -41.9% | +5.4% | -47.4% | -48.4% |
| 1Y | -37.0% | +33.0% | -70.0% | -50.1% |
| 3Y | +892.4% | +357.3% | +535.1% | +332.6% |
| All | +892.4% | +348.5% | +543.9% | +332.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling