+391.7%
APP vs HLT
+147.7%
+243.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +3.1% |
| 7D | +0.9% | -3.3% | +4.2% | +3.8% |
| 30D | -23.3% | -4.1% | -19.2% | -20.8% |
| 3M | -42.6% | -7.9% | -34.7% | -38.7% |
| 6M | -33.6% | +2.2% | -35.8% | -35.7% |
| YTD | -52.4% | +8.5% | -60.9% | -56.7% |
| 1Y | -35.9% | +12.1% | -48.0% | -44.2% |
| 3Y | +642.2% | +107.6% | +534.6% | +273.7% |
| 5Y | +311.1% | +156.4% | +154.7% | +93.4% |
| All | +391.7% | +147.7% | +243.9% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling