+500.0%
APP vs HL
+141.0%
+359.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +9.3% |
| 7D | +71.2% | +8.9% | +62.3% | +67.1% |
| 30D | +39.1% | -10.1% | +49.1% | +42.6% |
| 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% | -40.6% |
| 3Y | +892.4% | +255.0% | +637.4% | +542.9% |
| 5Y | +297.3% | +151.5% | +145.8% | +162.8% |
| All | +500.0% | +141.0% | +359.0% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling