+1,804.4%
APO vs HST
+123.0%
+1,681.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.0% | -1.0% | 0.0% | -0.5% |
| 30D | +3.5% | -12.3% | +15.7% | +10.2% |
| 3M | +4.5% | -6.4% | +10.9% | +7.5% |
| 6M | +22.8% | +15.0% | +7.8% | +13.4% |
| YTD | -6.5% | +30.5% | -37.0% | -18.9% |
| 1Y | +0.8% | +35.7% | -34.8% | -14.5% |
| 3Y | +62.0% | +68.4% | -6.4% | +22.4% |
| 5Y | +138.2% | +73.1% | +65.1% | +74.3% |
| 10Y | +940.3% | +92.7% | +847.5% | +551.4% |
| All | +1,804.4% | +123.0% | +1,681.4% | +953.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling