+1,030.6%
APH vs HLT
+590.3%
+440.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.2% | -2.6% | +0.4% | -1.0% |
| 30D | -4.0% | -2.6% | -1.4% | -2.9% |
| 3M | +7.7% | -9.4% | +17.1% | +12.6% |
| 6M | +17.8% | +2.7% | +15.1% | +15.6% |
| YTD | +19.2% | +6.8% | +12.4% | +14.6% |
| 1Y | +35.7% | +12.4% | +23.3% | +26.5% |
| 3Y | +282.9% | +100.2% | +182.7% | +169.2% |
| 5Y | +345.6% | +143.7% | +201.9% | +178.1% |
| All | +1,030.6% | +590.3% | +440.3% | +383.5% |
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