+261.2%
HL vs APD
+168.7%
+92.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.7% |
| 7D | -5.6% | -3.5% | -2.1% | -3.8% |
| 30D | +12.7% | -5.1% | +17.8% | +15.7% |
| 3M | +42.5% | +6.9% | +35.7% | +37.0% |
| 6M | -9.0% | +8.1% | -17.1% | -13.3% |
| YTD | +4.4% | +21.2% | -16.9% | -7.4% |
| 1Y | +82.7% | +4.9% | +77.8% | +74.9% |
| 3Y | +406.3% | +6.3% | +400.0% | +365.6% |
| 5Y | +238.2% | +24.3% | +213.9% | +182.6% |
| All | +261.2% | +168.7% | +92.6% | +128.5% |
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