+930.0%
APH vs HL
+132.4%
+797.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.5% |
| 7D | +4.9% | -11.1% | +16.0% | +6.3% |
| 30D | -5.4% | -12.1% | +6.7% | -4.1% |
| 3M | -5.5% | -26.1% | +20.6% | -2.5% |
| 6M | +25.9% | -37.7% | +63.7% | +31.8% |
| YTD | +16.4% | -31.7% | +48.1% | +19.5% |
| 1Y | +16.5% | -11.6% | +28.1% | +16.0% |
| 3Y | +270.9% | +249.6% | +21.2% | +210.2% |
| 5Y | +289.5% | +108.5% | +181.0% | +233.4% |
| All | +930.0% | +132.4% | +797.6% | +690.6% |
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