+1,387.4%
HWM vs APD
+189.3%
+1,198.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.3% |
| 7D | +3.3% | -3.7% | +7.0% | +5.4% |
| 30D | -7.6% | +9.6% | -17.2% | -12.4% |
| 3M | -28.9% | +1.6% | -30.6% | -29.9% |
| 6M | -19.7% | +2.2% | -21.8% | -21.5% |
| YTD | +0.5% | +25.9% | -25.3% | -13.9% |
| 1Y | +0.3% | +20.1% | -19.9% | -12.4% |
| 3Y | +325.8% | +12.4% | +313.4% | +269.1% |
| 5Y | +524.7% | +11.1% | +513.6% | +433.0% |
| 10Y | +1,491.8% | +190.1% | +1,301.6% | +579.5% |
| All | +1,387.4% | +189.3% | +1,198.1% | +536.2% |
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 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