+1.2%
HAL vs APA
-0.7%
+1.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.8% |
| 7D | +0.5% | -1.7% | +2.2% | +1.4% |
| 30D | +15.9% | +15.7% | +0.2% | +6.3% |
| 3M | -8.7% | +16.5% | -25.2% | -17.2% |
| 6M | +9.0% | +35.1% | -26.1% | -10.5% |
| YTD | +32.0% | +82.2% | -50.2% | -9.8% |
| 1Y | +72.5% | +102.5% | -30.0% | +9.5% |
| 3Y | -4.5% | +10.3% | -14.8% | -17.2% |
| 5Y | +109.7% | +166.1% | -56.4% | +7.8% |
| 10Y | +1.2% | -4.9% | +6.1% | -34.1% |
| All | +1.2% | -0.7% | +1.9% | -34.1% |
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