+329.1%
APP vs HL
+246.5%
+82.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.7% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | -10.0% | +18.8% | -28.8% | -14.5% |
| 3M | -41.4% | +43.7% | -85.2% | -47.2% |
| 6M | -41.0% | -1.0% | -40.0% | -42.3% |
| YTD | -54.7% | +8.7% | -63.4% | -57.0% |
| 1Y | -45.3% | +105.0% | -150.3% | -56.7% |
| 3Y | +624.3% | +427.3% | +197.0% | +317.7% |
| 5Y | +329.1% | +249.3% | +79.8% | +166.1% |
| All | +329.1% | +246.5% | +82.7% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling