+528.8%
APP vs HAL
+61.6%
+467.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +79.2% | -7.9% | +87.0% | +80.9% |
| 30D | +48.0% | -2.1% | +50.1% | +47.9% |
| 3M | +18.2% | +0.4% | +17.8% | +17.5% |
| 6M | -12.5% | -19.2% | +6.8% | -10.2% |
| YTD | -39.2% | +14.4% | -53.5% | -42.2% |
| 1Y | -33.9% | +18.0% | -51.8% | -37.6% |
| 3Y | +933.3% | -9.7% | +943.0% | +888.5% |
| 5Y | +295.9% | +40.1% | +255.7% | +248.5% |
| All | +528.8% | +61.6% | +467.2% | +427.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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