+500.0%
APP vs HWM
+540.4%
-40.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +8.6% |
| 7D | +71.2% | +3.4% | +67.8% | +66.0% |
| 30D | +39.1% | -7.5% | +46.6% | +42.7% |
| 3M | +16.5% | -28.9% | +45.4% | +36.9% |
| 6M | -16.6% | -19.6% | +3.1% | -9.7% |
| YTD | -41.9% | +0.6% | -42.5% | -46.9% |
| 1Y | -37.0% | +0.3% | -37.4% | -42.4% |
| 3Y | +892.4% | +326.1% | +566.3% | +271.5% |
| 5Y | +297.3% | +525.2% | -227.9% | +18.1% |
| All | +500.0% | +540.4% | -40.3% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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