+1.2%
HAL vs APD
+161.1%
-159.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +0.5% | -2.5% | +3.0% | +2.1% |
| 30D | +15.9% | -1.9% | +17.8% | +17.4% |
| 3M | -8.7% | +8.2% | -16.9% | -14.2% |
| 6M | +9.0% | +10.7% | -1.7% | +0.4% |
| YTD | +32.0% | +22.9% | +9.1% | +12.7% |
| 1Y | +72.5% | +5.8% | +66.7% | +61.0% |
| 3Y | -4.5% | +7.8% | -12.3% | -15.8% |
| 5Y | +109.7% | +26.1% | +83.6% | +56.8% |
| 10Y | +1.2% | +163.7% | -162.5% | -53.1% |
| All | +1.2% | +161.1% | -159.9% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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