+951.3%
APH vs HL
+116.4%
+834.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.5% | +3.7% | +7.7% |
| 7D | +1.1% | +13.8% | -12.7% | -0.6% |
| 30D | -7.5% | -9.7% | +2.2% | -6.5% |
| 3M | -4.4% | -8.5% | +4.1% | -3.9% |
| 6M | +26.5% | -17.2% | +43.6% | +27.9% |
| YTD | +20.0% | -19.6% | +39.7% | +20.9% |
| 1Y | +16.9% | +11.1% | +5.7% | +13.3% |
| 3Y | +288.5% | +299.7% | -11.2% | +219.8% |
| 5Y | +310.3% | +156.5% | +153.8% | +243.3% |
| 10Y | +951.3% | +122.4% | +828.9% | +707.7% |
| All | +951.3% | +116.4% | +834.9% | +707.7% |
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