+33,321.4%
HD vs APA
+860.5%
+32,460.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.2% |
| 7D | +4.3% | -15.5% | +19.8% | +6.6% |
| 30D | +20.2% | +2.4% | +17.8% | +19.5% |
| 3M | -1.0% | +22.8% | -23.8% | -4.3% |
| 6M | +7.9% | +17.9% | -10.0% | +4.3% |
| YTD | +2.0% | +87.7% | -85.7% | -8.7% |
| 1Y | -4.3% | +94.2% | -98.5% | -14.8% |
| 3Y | +25.9% | +27.2% | -1.3% | +15.9% |
| 5Y | +5.8% | +74.1% | -68.3% | -10.3% |
| 10Y | +262.5% | +2.6% | +259.9% | +180.1% |
| All | +33,321.4% | +860.5% | +32,460.9% | +17,845.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling