+247.2%
HD vs APD
+187.0%
+60.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +5.2% | -0.2% | +5.4% | +5.4% |
| 30D | +20.7% | +11.0% | +9.7% | +15.5% |
| 3M | +0.8% | +1.3% | -0.5% | +0.3% |
| 6M | +12.2% | +6.4% | +5.9% | +8.8% |
| YTD | +4.2% | +28.9% | -24.7% | -7.8% |
| 1Y | -2.6% | +23.2% | -25.8% | -12.3% |
| 3Y | +30.0% | +26.3% | +3.7% | +12.0% |
| 5Y | +8.1% | +12.0% | -3.9% | -3.5% |
| 10Y | +247.2% | +183.2% | +64.0% | +86.2% |
| All | +247.2% | +187.0% | +60.2% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling