+1,041.3%
APH vs HL
+239.3%
+802.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.1% |
| 7D | +0.2% | +7.1% | -6.9% | -0.7% |
| 30D | -3.3% | +21.4% | -24.8% | -5.8% |
| 3M | +14.0% | +37.4% | -23.4% | +9.3% |
| 6M | +24.4% | +0.4% | +24.0% | +23.1% |
| YTD | +21.4% | +6.7% | +14.7% | +18.5% |
| 1Y | +48.9% | +102.4% | -53.4% | +34.8% |
| 3Y | +290.1% | +417.4% | -127.3% | +211.2% |
| 5Y | +352.8% | +243.3% | +109.5% | +266.3% |
| 10Y | +1,041.3% | +242.6% | +798.7% | +752.6% |
| All | +1,041.3% | +239.3% | +802.0% | +752.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling