+20.8%
HPQ vs APD
+23.5%
-2.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | -5.9% | +11.0% | -16.9% | -6.2% |
| 3M | -3.7% | +2.0% | -5.7% | -3.6% |
| 6M | +28.1% | +7.1% | +21.0% | +28.8% |
| YTD | +32.5% | +29.8% | +2.7% | +24.6% |
| All | +20.8% | +23.5% | -2.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling