+845.7%
APO vs HST
+143.2%
+702.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -0.9% |
| 7D | +8.1% | +0.6% | +7.5% | +7.8% |
| 30D | +3.4% | +14.5% | -11.0% | -3.5% |
| 3M | -6.6% | +15.4% | -22.0% | -13.5% |
| 6M | -7.1% | +22.0% | -29.1% | -16.7% |
| YTD | -14.1% | +54.9% | -69.0% | -32.0% |
| 1Y | -4.7% | +54.0% | -58.7% | -24.4% |
| 3Y | +51.3% | +90.4% | -39.1% | +6.8% |
| 5Y | +82.7% | +84.2% | -1.5% | +28.5% |
| 10Y | +845.7% | +144.6% | +701.1% | +485.6% |
| All | +845.7% | +143.2% | +702.5% | +485.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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