+292.6%
APP vs HL
+145.7%
+146.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +9.3% |
| 7D | +71.2% | +8.9% | +62.3% | +67.0% |
| 30D | +39.1% | -10.1% | +49.1% | +42.7% |
| 3M | +16.5% | -7.0% | +23.6% | +17.0% |
| 6M | -16.6% | -18.8% | +2.2% | -14.3% |
| YTD | -41.9% | -23.1% | -18.8% | -40.1% |
| 1Y | -37.0% | +8.9% | -45.9% | -40.8% |
| 3Y | +892.4% | +255.0% | +637.4% | +523.6% |
| All | +292.6% | +145.7% | +146.9% | +218.4% |
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