+1,352.0%
HWM vs APD
+193.8%
+1,158.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -13.3% | +10.1% | -23.4% | -17.9% |
| 3M | -31.0% | +4.9% | -35.9% | -33.1% |
| 6M | -17.1% | +2.5% | -19.6% | -19.2% |
| YTD | -1.9% | +27.8% | -29.6% | -16.6% |
| 1Y | -2.4% | +32.9% | -35.3% | -20.0% |
| 3Y | +322.2% | +13.4% | +308.8% | +264.6% |
| 5Y | +509.8% | +12.8% | +497.0% | +416.2% |
| 10Y | +1,453.8% | +194.6% | +1,259.2% | +558.0% |
| All | +1,352.0% | +193.8% | +1,158.2% | +516.1% |
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 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