+217.2%
HPQ vs APD
+168.7%
+48.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | +3.5% | -3.5% | +7.0% | +5.4% |
| 30D | +13.7% | -5.1% | +18.7% | +16.6% |
| 3M | +33.9% | +6.9% | +27.0% | +28.3% |
| 6M | +80.9% | +8.1% | +72.8% | +71.4% |
| YTD | +52.6% | +21.2% | +31.3% | +35.0% |
| 1Y | +21.2% | +4.9% | +16.4% | +15.5% |
| 3Y | +26.9% | +6.3% | +20.6% | +16.5% |
| 5Y | +41.1% | +24.3% | +16.9% | +14.8% |
| All | +217.2% | +168.7% | +48.5% | +56.4% |
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 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