+285.6%
APH vs HL
+389.9%
-104.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | +5.0% | +1.5% | +3.5% | +4.6% |
| 30D | -3.9% | +25.1% | -28.9% | -7.7% |
| 3M | +13.0% | +22.9% | -9.9% | +8.4% |
| 6M | +25.2% | -4.9% | +30.1% | +23.9% |
| YTD | +22.9% | +7.8% | +15.1% | +18.5% |
| 1Y | +47.8% | +133.9% | -86.0% | +26.9% |
| All | +285.6% | +389.9% | -104.3% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling