+156.1%
HPQ vs APD
+191.9%
-35.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +3.2% | +3.8% | -0.7% | +1.2% |
| 30D | -3.6% | +8.2% | -11.8% | -7.4% |
| 3M | -5.3% | +4.3% | -9.6% | -7.5% |
| 6M | +41.1% | +4.7% | +36.4% | +36.4% |
| YTD | +36.9% | +31.5% | +5.3% | +16.0% |
| 1Y | +23.5% | +23.5% | 0.0% | +8.1% |
| 3Y | +19.6% | +29.1% | -9.5% | -0.8% |
| 5Y | +11.4% | +15.9% | -4.5% | -4.5% |
| All | +156.1% | +191.9% | -35.8% | +16.9% |
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 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