+1,649.4%
APH vs HLT
+653.9%
+995.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +5.0% | -3.3% | +8.3% | +6.6% |
| 30D | -3.9% | -4.1% | +0.2% | -2.1% |
| 3M | +13.0% | -7.9% | +20.9% | +17.0% |
| 6M | +25.2% | +2.2% | +23.0% | +23.3% |
| YTD | +22.9% | +8.5% | +14.5% | +17.5% |
| 1Y | +47.8% | +12.1% | +35.7% | +38.4% |
| 3Y | +283.0% | +107.6% | +175.4% | +168.3% |
| 5Y | +349.7% | +156.4% | +193.3% | +179.6% |
| 10Y | +1,061.2% | +566.3% | +494.9% | +366.3% |
| All | +1,649.4% | +653.9% | +995.5% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling