-37.0%
APP vs HWM
+0.1%
-37.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.4% | +10.0% |
| 7D | +71.2% | +3.3% | +67.9% | +69.5% |
| 30D | +39.1% | -7.6% | +46.7% | +38.9% |
| 3M | +16.5% | -28.9% | +45.5% | +19.2% |
| 6M | -16.6% | -19.7% | +3.1% | -15.4% |
| YTD | -41.9% | +0.5% | -42.5% | -46.0% |
| 1Y | -37.0% | +0.3% | -37.3% | -41.0% |
| All | -37.0% | +0.1% | -37.1% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling