+853.3%
APO vs HST
+133.7%
+719.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +5.8% | +3.6% | +2.2% | +3.9% |
| 30D | +8.9% | +11.2% | -2.3% | +3.1% |
| 3M | -13.6% | +13.1% | -26.7% | -19.1% |
| 6M | -5.4% | +23.9% | -29.3% | -16.0% |
| YTD | -13.6% | +52.3% | -65.9% | -31.1% |
| 1Y | -2.5% | +56.7% | -59.2% | -23.4% |
| 3Y | +50.9% | +87.5% | -36.7% | +7.2% |
| 5Y | +81.4% | +82.8% | -1.4% | +27.9% |
| All | +853.3% | +133.7% | +719.6% | +476.7% |
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