+355.9%
APH vs HL
+235.4%
+120.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 3M | +13.0% | +22.9% | -9.9% | +8.5% |
| 6M | +25.2% | -4.9% | +30.1% | +24.2% |
| YTD | +22.9% | +7.8% | +15.1% | +18.6% |
| 1Y | +47.8% | +133.9% | -86.0% | +26.4% |
| 3Y | +283.0% | +380.9% | -97.9% | +183.9% |
| All | +355.9% | +235.4% | +120.5% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling