+887.9%
APP vs HL
+247.8%
+640.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +61.1% |
| 3M | +30.8% | -26.1% | +56.9% | +39.7% |
| 6M | -9.8% | -37.7% | +27.9% | -0.5% |
| YTD | -39.3% | -31.7% | -7.6% | -35.3% |
| 1Y | -26.4% | -11.6% | -14.8% | -26.6% |
| 3Y | +887.9% | +249.6% | +638.3% | +514.2% |
| All | +887.9% | +247.8% | +640.1% | +514.2% |
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