+930.0%
APH vs HLT
+694.7%
+235.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +4.9% | +0.7% | +4.2% | +4.5% |
| 30D | -5.4% | +13.7% | -19.1% | -11.4% |
| 3M | -5.5% | +16.3% | -21.8% | -12.6% |
| 6M | +25.9% | +19.9% | +6.0% | +14.1% |
| YTD | +16.4% | +30.1% | -13.7% | +1.2% |
| 1Y | +16.5% | +38.5% | -22.0% | -2.0% |
| 3Y | +270.9% | +131.0% | +139.8% | +142.0% |
| 5Y | +289.5% | +163.7% | +125.8% | +133.0% |
| All | +930.0% | +694.7% | +235.3% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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