-37.5%
APH vs HL
-6.3%
-31.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.1% | -51.9% | -48.3% |
| 7D | -48.7% | -3.5% | -45.2% | -48.4% |
| 30D | -51.9% | +25.1% | -77.0% | -54.6% |
| 3M | -43.6% | +22.9% | -66.5% | -47.0% |
| 6M | -37.5% | -4.9% | -32.6% | -37.0% |
| All | -37.5% | -6.3% | -31.3% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling