+333.0%
APP vs HD
+10.1%
+322.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.4% |
| 7D | +0.9% | -2.1% | +2.9% | +2.7% |
| 30D | -23.3% | -8.4% | -14.9% | -17.1% |
| 3M | -42.6% | +4.3% | -47.0% | -45.4% |
| 6M | -33.6% | -11.1% | -22.5% | -27.3% |
| YTD | -52.4% | -4.7% | -47.8% | -52.0% |
| 1Y | -35.9% | -19.8% | -16.1% | -23.7% |
| 3Y | +642.2% | +4.1% | +638.1% | +540.2% |
| All | +333.0% | +10.1% | +322.9% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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