+378.5%
APP vs HL
+234.6%
+144.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +0.1% | +7.1% | -7.0% | -1.8% |
| 30D | -10.0% | +21.4% | -31.5% | -15.0% |
| 3M | -44.6% | +37.4% | -82.1% | -49.4% |
| 6M | -37.9% | +0.4% | -38.3% | -39.4% |
| YTD | -53.7% | +6.7% | -60.4% | -55.8% |
| 1Y | -43.0% | +102.4% | -145.3% | -54.4% |
| 3Y | +640.8% | +417.4% | +223.4% | +337.0% |
| 5Y | +358.8% | +243.3% | +115.5% | +181.1% |
| All | +378.5% | +234.6% | +144.0% | +191.5% |
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