+654.6%
APP vs HL
+407.7%
+246.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.9% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | -23.3% | +25.1% | -48.3% | -27.9% |
| 3M | -42.6% | +22.9% | -65.5% | -46.2% |
| 6M | -33.6% | -4.9% | -28.7% | -34.4% |
| YTD | -52.4% | +7.8% | -60.3% | -54.5% |
| 1Y | -35.9% | +133.9% | -169.8% | -49.8% |
| All | +654.6% | +407.7% | +246.9% | +361.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling