+610.2%
HWM vs APD
+13.7%
+596.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +1.9% |
| 7D | +5.0% | -1.2% | +6.1% | +5.4% |
| 30D | +1.5% | +11.0% | -9.5% | -2.3% |
| 3M | -20.3% | +2.6% | -22.9% | -21.2% |
| 6M | -18.0% | +4.8% | -22.9% | -19.8% |
| YTD | +9.5% | +31.0% | -21.5% | -2.6% |
| 1Y | +7.5% | +23.4% | -15.9% | -2.4% |
| 3Y | +355.7% | +28.4% | +327.3% | +296.8% |
| 5Y | +610.2% | +15.2% | +595.0% | +511.1% |
| All | +610.2% | +13.7% | +596.5% | +511.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling