+527.5%
APP vs HL
+114.2%
+413.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.4% |
| 7D | +4.6% | -11.1% | +15.7% | +7.8% |
| 30D | +56.0% | -12.1% | +68.1% | +61.0% |
| 3M | +30.8% | -26.1% | +56.9% | +39.6% |
| 6M | -9.8% | -37.7% | +27.9% | -0.5% |
| YTD | -39.3% | -31.7% | -7.6% | -35.4% |
| 1Y | -26.4% | -11.6% | -14.8% | -26.9% |
| 3Y | +887.9% | +249.6% | +638.3% | +543.6% |
| 5Y | +264.1% | +108.5% | +155.6% | +151.3% |
| All | +527.5% | +114.2% | +413.2% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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