+5.8%
HD vs APD
+11.0%
-5.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +4.3% | -3.7% | +8.0% | +5.6% |
| 30D | +20.2% | +9.6% | +10.6% | +16.9% |
| 3M | -1.0% | +1.6% | -2.6% | -1.5% |
| 6M | +7.9% | +2.2% | +5.7% | +6.9% |
| YTD | +2.0% | +25.9% | -23.9% | -6.0% |
| 1Y | -4.3% | +20.1% | -24.4% | -10.6% |
| 3Y | +25.9% | +12.4% | +13.5% | +18.7% |
| All | +5.8% | +11.0% | -5.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling