+130.0%
HL vs APD
+191.9%
-61.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -11.1% | +3.8% | -15.0% | -12.9% |
| 30D | -12.1% | +8.2% | -20.3% | -15.7% |
| 3M | -26.1% | +4.3% | -30.4% | -27.9% |
| 6M | -37.7% | +4.7% | -42.4% | -39.5% |
| YTD | -31.7% | +31.5% | -63.2% | -42.0% |
| 1Y | -11.6% | +23.5% | -35.2% | -22.3% |
| 3Y | +249.6% | +29.1% | +220.5% | +189.7% |
| 5Y | +108.5% | +15.9% | +92.6% | +81.2% |
| All | +130.0% | +191.9% | -61.9% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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