+944.2%
APH vs HL
+129.4%
+814.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +0.4% | -5.6% | +5.9% | +1.1% |
| 30D | -8.0% | -16.2% | +8.2% | -6.2% |
| 3M | -5.0% | -20.5% | +15.5% | -2.9% |
| 6M | +29.9% | -31.7% | +61.6% | +34.5% |
| YTD | +18.0% | -26.4% | +44.3% | +20.1% |
| 1Y | +11.3% | -4.3% | +15.6% | +9.8% |
| 3Y | +274.9% | +276.9% | -1.9% | +210.9% |
| 5Y | +300.6% | +124.1% | +176.5% | +240.0% |
| 10Y | +944.2% | +144.6% | +799.6% | +695.2% |
| All | +944.2% | +129.4% | +814.8% | +695.2% |
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