+10.8%
HD vs APA
+156.4%
-145.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -8.4% | +23.4% | -31.8% | -9.9% |
| 3M | +4.3% | +12.7% | -8.3% | +3.2% |
| 6M | -11.1% | +39.4% | -50.6% | -14.7% |
| YTD | -4.7% | +79.0% | -83.6% | -11.2% |
| 1Y | -19.8% | +88.8% | -108.6% | -26.0% |
| 3Y | +4.1% | +6.4% | -2.3% | +0.2% |
| All | +10.8% | +156.4% | -145.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 5y: compounded portfolio wealth divided by compounded APA 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…
5y analysis · Full analysis span regression · 6 months rolling