+1,579.2%
HWM vs APD
+192.6%
+1,386.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.0% | +3.9% |
| 7D | +1.6% | -1.6% | +3.2% | +2.5% |
| 30D | -3.9% | +10.6% | -14.5% | -9.4% |
| 3M | -23.2% | +2.5% | -25.8% | -24.6% |
| 6M | -20.0% | +6.0% | -25.9% | -23.3% |
| YTD | +5.7% | +28.4% | -22.7% | -10.5% |
| 1Y | +4.9% | +22.2% | -17.3% | -9.2% |
| 3Y | +347.0% | +26.6% | +320.4% | +260.8% |
| 5Y | +563.0% | +11.8% | +551.3% | +465.5% |
| 10Y | +1,579.2% | +187.8% | +1,391.4% | +551.0% |
| All | +1,579.2% | +192.6% | +1,386.6% | +551.0% |
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