+1,773.8%
HWM vs APD
+186.0%
+1,587.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -2.1% | -2.2% | +0.1% | -1.0% |
| 30D | -11.0% | +2.1% | -13.1% | -12.2% |
| 3M | +4.0% | +7.2% | -3.1% | -0.7% |
| 6M | -0.2% | +11.2% | -11.5% | -7.4% |
| YTD | +26.7% | +24.4% | +2.3% | +9.5% |
| 1Y | +44.7% | +6.7% | +38.1% | +35.6% |
| 3Y | +426.1% | +9.2% | +416.8% | +365.4% |
| 5Y | +738.5% | +27.4% | +711.1% | +544.5% |
| All | +1,773.8% | +186.0% | +1,587.9% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling