-32.0%
APP vs HAL
+21.0%
-52.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.0% | +3.6% |
| 7D | +48.9% | -0.2% | +49.2% | +49.2% |
| 30D | +49.4% | +1.0% | +48.4% | +50.3% |
| 3M | +27.0% | -2.1% | +29.1% | +26.8% |
| 6M | -15.4% | -17.5% | +2.1% | -16.9% |
| YTD | -39.9% | +18.1% | -58.1% | -41.2% |
| 1Y | -32.0% | +19.7% | -51.7% | -33.5% |
| All | -32.0% | +21.0% | -52.9% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling