+333.0%
APP vs HBM
+349.4%
-16.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.6% |
| 7D | +0.9% | -6.4% | +7.2% | +3.2% |
| 30D | -23.3% | +5.9% | -29.2% | -25.3% |
| 3M | -42.6% | -8.9% | -33.7% | -42.0% |
| 6M | -33.6% | +10.7% | -44.3% | -38.8% |
| YTD | -52.4% | +38.3% | -90.7% | -59.8% |
| 1Y | -35.9% | +121.3% | -157.2% | -54.9% |
| 3Y | +642.2% | +450.6% | +191.6% | +267.4% |
| All | +333.0% | +349.4% | -16.4% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling