-19.8%
HD vs APD
+6.0%
-25.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.1% | -2.2% | +0.2% | -1.7% |
| 30D | -8.4% | +2.1% | -10.5% | -8.7% |
| 3M | +4.3% | +7.2% | -2.8% | +3.3% |
| 6M | -11.1% | +11.2% | -22.4% | -13.0% |
| YTD | -4.7% | +24.4% | -29.1% | -9.2% |
| 1Y | -19.8% | +6.7% | -26.5% | -20.4% |
| All | -19.8% | +6.0% | -25.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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