+396.9%
APP vs HLT
+143.7%
+253.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.1% | -1.6% | +2.7% | +2.5% |
| 30D | +6.6% | -5.0% | +11.7% | +11.2% |
| 3M | -32.3% | -10.4% | -21.9% | -25.9% |
| 6M | -29.8% | +3.2% | -33.0% | -32.8% |
| YTD | -51.9% | +6.7% | -58.7% | -55.6% |
| 1Y | -43.3% | +10.3% | -53.6% | -50.0% |
| 3Y | +664.1% | +99.3% | +564.7% | +299.1% |
| 5Y | +318.7% | +143.7% | +175.0% | +100.9% |
| All | +396.9% | +143.7% | +253.1% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling