+156.5%
HL vs APD
+12.1%
+144.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.5% |
| 7D | +13.8% | -1.6% | +15.4% | +14.9% |
| 30D | -9.7% | +10.6% | -20.3% | -14.4% |
| 3M | -8.5% | +2.5% | -11.0% | -9.8% |
| 6M | -17.2% | +6.0% | -23.1% | -19.7% |
| YTD | -19.6% | +28.4% | -48.1% | -30.6% |
| 1Y | +11.1% | +22.2% | -11.0% | -1.4% |
| 3Y | +299.7% | +26.6% | +273.1% | +232.3% |
| 5Y | +156.5% | +11.8% | +144.7% | +110.1% |
| All | +156.5% | +12.1% | +144.3% | +110.1% |
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 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