+249.3%
HL vs APD
+25.2%
+224.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +0.4% | -4.6% | +5.0% | +2.8% |
| 30D | +18.8% | -4.2% | +23.0% | +21.3% |
| 3M | +43.7% | +5.0% | +38.7% | +39.7% |
| 6M | -1.0% | +8.9% | -10.0% | -5.9% |
| YTD | +8.7% | +21.9% | -13.2% | -3.7% |
| 1Y | +105.0% | +5.6% | +99.4% | +95.8% |
| 3Y | +427.3% | +6.9% | +420.4% | +382.7% |
| 5Y | +249.3% | +25.3% | +223.9% | +158.4% |
| All | +249.3% | +25.2% | +224.1% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling