+130.0%
HL vs APA
+8.7%
+121.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | -11.1% | +8.5% | -19.7% | -12.9% |
| 30D | -12.1% | +2.8% | -14.9% | -13.2% |
| 3M | -26.1% | +21.7% | -47.8% | -30.0% |
| 6M | -37.7% | +32.6% | -70.4% | -42.9% |
| YTD | -31.7% | +103.7% | -135.4% | -44.8% |
| 1Y | -11.6% | +101.8% | -113.4% | -28.5% |
| 3Y | +249.6% | +48.1% | +201.6% | +195.5% |
| 5Y | +108.5% | +91.9% | +16.6% | +63.0% |
| All | +130.0% | +8.7% | +121.3% | +68.1% |
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