+520.8%
APP vs HWM
+597.0%
-76.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | +0.1% | +1.2% |
| 7D | +48.9% | +5.0% | +44.0% | +44.3% |
| 30D | +49.4% | +1.5% | +47.9% | +46.3% |
| 3M | +27.0% | -20.3% | +47.3% | +40.7% |
| 6M | -15.4% | -18.0% | +2.6% | -8.8% |
| YTD | -39.9% | +9.5% | -49.4% | -47.4% |
| 1Y | -32.0% | +7.5% | -39.4% | -39.7% |
| 3Y | +824.3% | +355.7% | +468.7% | +235.1% |
| 5Y | +252.4% | +610.2% | -357.8% | -0.3% |
| All | +520.8% | +597.0% | -76.2% | +74.3% |
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