+252.4%
APP vs HLT
+162.1%
+90.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +3.0% |
| 7D | +48.9% | +0.1% | +48.8% | +48.1% |
| 30D | +49.4% | +15.1% | +34.4% | +30.3% |
| 3M | +27.0% | +19.8% | +7.2% | +5.7% |
| 6M | -15.4% | +19.6% | -35.0% | -29.5% |
| YTD | -39.9% | +31.4% | -71.3% | -55.3% |
| 1Y | -32.0% | +38.0% | -70.0% | -52.2% |
| 3Y | +824.3% | +134.7% | +689.7% | +272.9% |
| 5Y | +252.4% | +166.2% | +86.3% | +28.0% |
| All | +252.4% | +162.1% | +90.3% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling