+29.3%
HWM vs APD
+5.6%
+23.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.2% | -9.5% | -10.7% |
| 7D | -9.2% | -2.5% | -6.7% | -9.1% |
| 30D | -17.9% | -1.9% | -16.0% | -17.9% |
| 3M | -6.0% | +8.2% | -14.3% | -6.4% |
| 6M | -7.4% | +10.7% | -18.1% | -7.8% |
| YTD | +13.1% | +22.9% | -9.8% | +11.4% |
| 1Y | +29.3% | +5.8% | +23.5% | +31.2% |
| All | +29.3% | +5.6% | +23.7% | +31.2% |
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