+82.7%
HL vs APA
+111.4%
-28.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -5.6% | +0.8% | -6.4% | -5.6% |
| 30D | +12.7% | +9.6% | +3.1% | +13.4% |
| 3M | +42.5% | +18.0% | +24.5% | +45.2% |
| 6M | -9.0% | +41.9% | -50.9% | -12.7% |
| YTD | +4.4% | +86.3% | -81.9% | -7.2% |
| 1Y | +82.7% | +97.9% | -15.2% | +57.2% |
| All | +82.7% | +111.4% | -28.7% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling