+520.8%
APP vs HL
+130.9%
+389.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | +48.9% | -5.6% | +54.5% | +50.9% |
| 30D | +49.4% | -16.2% | +65.6% | +56.0% |
| 3M | +27.0% | -20.5% | +47.5% | +33.0% |
| 6M | -15.4% | -31.7% | +16.3% | -9.0% |
| YTD | -39.9% | -26.4% | -13.6% | -37.3% |
| 1Y | -32.0% | -4.3% | -27.6% | -33.7% |
| 3Y | +824.3% | +276.9% | +547.5% | +490.8% |
| 5Y | +252.4% | +124.1% | +128.4% | +138.8% |
| All | +520.8% | +130.9% | +389.9% | +313.0% |
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