+417.4%
HL vs APD
+10.0%
+407.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +7.1% | -2.5% | +9.6% | +8.2% |
| 30D | +21.4% | -1.9% | +23.3% | +22.3% |
| 3M | +37.4% | +8.2% | +29.2% | +32.8% |
| 6M | +0.4% | +10.7% | -10.3% | -3.9% |
| YTD | +6.7% | +22.9% | -16.2% | -3.2% |
| 1Y | +102.4% | +5.8% | +96.6% | +95.0% |
| 3Y | +417.4% | +7.8% | +409.6% | +387.1% |
| All | +417.4% | +10.0% | +407.4% | +387.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling