+619.5%
APP vs HLT
+99.5%
+520.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.9% |
| 7D | -4.4% | -1.5% | -2.9% | -3.3% |
| 30D | -10.0% | -1.2% | -8.8% | -9.6% |
| 3M | -41.4% | -10.3% | -31.1% | -35.9% |
| 6M | -41.0% | +1.3% | -42.3% | -42.6% |
| YTD | -54.7% | +7.0% | -61.7% | -58.5% |
| 1Y | -45.3% | +11.9% | -57.2% | -52.9% |
| All | +619.5% | +99.5% | +520.0% | +240.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling