+417.4%
HL vs APA
+9.3%
+408.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | +7.1% | -1.7% | +8.8% | +7.4% |
| 30D | +21.4% | +15.7% | +5.7% | +17.9% |
| 3M | +37.4% | +16.5% | +21.0% | +32.5% |
| 6M | +0.4% | +35.1% | -34.7% | -9.8% |
| YTD | +6.7% | +82.2% | -75.5% | -13.7% |
| 1Y | +102.4% | +102.5% | -0.1% | +57.0% |
| 3Y | +417.4% | +10.3% | +407.1% | +431.6% |
| All | +417.4% | +9.3% | +408.1% | +431.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling