+8.5%
HD vs APD
+13.7%
-5.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.8% |
| 30D | +20.9% | +11.0% | +9.9% | +17.1% |
| 3M | -0.2% | +2.6% | -2.7% | -0.9% |
| 6M | +14.5% | +4.8% | +9.7% | +12.6% |
| YTD | +4.3% | +31.0% | -26.7% | -5.1% |
| 1Y | -3.5% | +23.4% | -26.9% | -10.5% |
| 3Y | +30.1% | +28.4% | +1.8% | +17.1% |
| 5Y | +8.5% | +15.2% | -6.7% | -1.7% |
| All | +8.5% | +13.7% | -5.2% | -1.7% |
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