+67.0%
APO vs HST
+71.5%
-4.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.8% | -2.7% | +3.5% | +2.5% |
| 30D | +1.0% | +10.7% | -9.7% | -5.0% |
| 3M | -8.4% | +6.3% | -14.6% | -12.0% |
| 6M | -9.1% | +19.0% | -28.1% | -19.0% |
| YTD | -18.3% | +47.0% | -65.4% | -36.2% |
| 1Y | -8.0% | +53.4% | -61.4% | -30.1% |
| 3Y | +47.1% | +78.0% | -30.9% | -0.1% |
| All | +67.0% | +71.5% | -4.5% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling