-19.1%
HAL vs APA
+0.9%
-20.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.9% | -8.7% | +0.9% | -3.0% |
| 30D | -2.1% | -2.4% | +0.3% | -1.0% |
| 3M | +0.4% | +19.0% | -18.6% | -9.9% |
| 6M | -19.2% | +26.8% | -46.0% | -30.8% |
| YTD | +14.4% | +87.3% | -73.0% | -23.6% |
| 1Y | +18.0% | +92.3% | -74.3% | -22.6% |
| 3Y | -9.7% | +37.3% | -46.9% | -31.4% |
| 5Y | +40.1% | +73.2% | -33.0% | -8.3% |
| 10Y | -19.1% | -0.9% | -18.2% | -48.8% |
| All | -19.1% | +0.9% | -20.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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