+2.7%
HL vs APA
+925.7%
-922.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.4% | -6.1% |
| 7D | -7.6% | +9.6% | -17.2% | -10.3% |
| 30D | -17.5% | -0.2% | -17.3% | -18.1% |
| 3M | -26.2% | +19.8% | -46.1% | -31.1% |
| 6M | -35.1% | +30.1% | -65.1% | -41.9% |
| YTD | -30.4% | +100.4% | -130.8% | -47.2% |
| 1Y | -14.0% | +105.2% | -119.2% | -35.4% |
| 3Y | +256.3% | +44.6% | +211.7% | +186.6% |
| 5Y | +112.5% | +88.8% | +23.7% | +49.9% |
| 10Y | +131.3% | +6.6% | +124.7% | +44.3% |
| All | +2.7% | +925.7% | -922.9% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling