+877.5%
APP vs HLT
+135.7%
+741.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.9% |
| 7D | +48.9% | +0.1% | +48.8% | +48.2% |
| 30D | +49.4% | +15.1% | +34.4% | +32.7% |
| 3M | +27.0% | +19.8% | +7.2% | +8.4% |
| 6M | -15.4% | +19.6% | -35.0% | -27.6% |
| YTD | -39.9% | +31.4% | -71.3% | -53.7% |
| 1Y | -32.0% | +38.0% | -70.0% | -50.5% |
| All | +877.5% | +135.7% | +741.8% | +334.7% |
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