+9.0%
HWM vs APD
+23.7%
-14.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +11.1% | +2.2% | +9.0% | +11.1% |
| 30D | +3.0% | +9.4% | -6.5% | +3.0% |
| 3M | -20.7% | +4.7% | -25.4% | -20.7% |
| 6M | -17.2% | +5.5% | -22.7% | -17.6% |
| YTD | +9.1% | +31.4% | -22.3% | +7.9% |
| 1Y | +9.0% | +24.1% | -15.1% | +7.9% |
| All | +9.0% | +23.7% | -14.6% | +7.9% |
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 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