+500.0%
APP vs HBM
+164.2%
+335.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.4% |
| 7D | +71.2% | -3.6% | +74.9% | +72.2% |
| 30D | +39.1% | -19.2% | +58.3% | +47.9% |
| 3M | +16.5% | -20.5% | +37.1% | +23.3% |
| 6M | -16.6% | -12.8% | -3.7% | -16.4% |
| YTD | -41.9% | +5.4% | -47.4% | -46.2% |
| 1Y | -37.0% | +33.0% | -70.0% | -46.2% |
| 3Y | +892.4% | +357.3% | +535.1% | +463.2% |
| 5Y | +297.3% | +210.4% | +86.9% | +138.7% |
| All | +500.0% | +164.2% | +335.9% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling