+33,950.9%
HD vs APD
+6,285.2%
+27,665.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.3% |
| 7D | +6.4% | -0.7% | +7.1% | +6.7% |
| 30D | +22.1% | +10.1% | +11.9% | +17.3% |
| 3M | -0.2% | +4.9% | -5.1% | -2.2% |
| 6M | +12.6% | +2.5% | +10.1% | +10.9% |
| YTD | +3.9% | +27.8% | -23.9% | -7.3% |
| 1Y | -3.7% | +32.9% | -36.6% | -16.0% |
| 3Y | +27.9% | +13.4% | +14.5% | +15.8% |
| 5Y | +7.8% | +12.8% | -5.0% | -3.5% |
| 10Y | +269.4% | +194.6% | +74.8% | +113.9% |
| All | +33,950.9% | +6,285.2% | +27,665.7% | +3,741.2% |
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 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