+528.8%
APP vs HDB
-22.6%
+551.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.4% |
| 7D | +79.2% | +13.7% | +65.5% | +68.4% |
| 30D | +48.0% | +15.8% | +32.1% | +37.5% |
| 3M | +18.2% | +9.2% | +9.0% | +12.9% |
| 6M | -12.5% | +3.2% | -15.7% | -14.8% |
| YTD | -39.2% | -29.4% | -9.8% | -27.6% |
| 1Y | -33.9% | -27.9% | -5.9% | -22.4% |
| 3Y | +933.3% | -5.9% | +939.1% | +866.8% |
| 5Y | +295.9% | -23.5% | +319.4% | +306.7% |
| All | +528.8% | -22.6% | +551.4% | +526.4% |
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