+955.2%
APH vs HL
+110.9%
+844.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.3% | -0.1% |
| 7D | -5.0% | +8.2% | -13.2% | -6.1% |
| 30D | -8.4% | -16.3% | +7.9% | -6.6% |
| 3M | -4.5% | -18.6% | +14.1% | -2.6% |
| 6M | +25.3% | -23.2% | +48.5% | +27.8% |
| YTD | +18.9% | -25.5% | +44.4% | +20.8% |
| 1Y | +11.9% | -4.8% | +16.7% | +10.5% |
| 3Y | +278.0% | +281.4% | -3.4% | +213.0% |
| 5Y | +306.4% | +137.8% | +168.6% | +243.1% |
| 10Y | +955.2% | +135.5% | +819.7% | +704.8% |
| All | +955.2% | +110.9% | +844.3% | +704.8% |
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