+506.6%
APP vs HDB
-22.1%
+528.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.9% |
| 7D | +61.1% | +12.7% | +48.4% | +52.0% |
| 30D | +42.8% | +16.6% | +26.2% | +32.1% |
| 3M | +16.7% | +10.8% | +5.9% | +10.6% |
| 6M | -15.6% | +3.8% | -19.4% | -18.1% |
| YTD | -41.3% | -28.9% | -12.4% | -30.4% |
| 1Y | -39.3% | -28.0% | -11.3% | -28.7% |
| 3Y | +803.2% | -7.2% | +810.4% | +754.1% |
| 5Y | +313.2% | -22.2% | +335.4% | +320.8% |
| All | +506.6% | -22.1% | +528.7% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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