+31,139.8%
HD vs APD
+6,115.6%
+25,024.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | -2.2% | +0.2% | -1.1% |
| 30D | -8.4% | +2.1% | -10.5% | -9.3% |
| 3M | +4.3% | +7.2% | -2.8% | +0.9% |
| 6M | -11.1% | +11.2% | -22.4% | -15.8% |
| YTD | -4.7% | +24.4% | -29.1% | -14.1% |
| 1Y | -19.8% | +6.7% | -26.5% | -23.3% |
| 3Y | +4.1% | +9.2% | -5.1% | -4.3% |
| 5Y | +10.3% | +27.4% | -17.0% | -6.6% |
| 10Y | +203.2% | +164.8% | +38.3% | +83.5% |
| All | +31,139.8% | +6,115.6% | +25,024.2% | +3,462.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling