+256.3%
HL vs APA
+43.6%
+212.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.4% | -5.8% |
| 7D | -7.6% | +9.6% | -17.2% | -9.0% |
| 30D | -17.5% | -0.2% | -17.3% | -17.8% |
| 3M | -26.2% | +19.8% | -46.1% | -29.1% |
| 6M | -35.1% | +30.1% | -65.1% | -39.1% |
| YTD | -30.4% | +100.4% | -130.8% | -44.3% |
| 1Y | -14.0% | +105.2% | -119.2% | -31.8% |
| All | +256.3% | +43.6% | +212.7% | +228.1% |
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 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