-55.4%
APP vs HLT
+46.7%
-102.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.2% | +9.4% |
| 7D | +4.5% | +7.7% | -3.2% | +1.9% |
| 30D | -3.6% | +19.1% | -22.7% | -9.0% |
| 3M | -35.3% | +20.7% | -56.0% | -39.2% |
| 6M | -42.8% | +21.0% | -63.8% | -45.8% |
| YTD | -59.7% | +31.3% | -90.9% | -60.9% |
| 1Y | -55.4% | +45.9% | -101.2% | -57.2% |
| All | -55.4% | +46.7% | -102.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling