+59.1%
HL vs APD
+6,115.6%
-6,056.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +1.5% | -2.2% | +3.7% | +2.3% |
| 30D | +25.1% | +2.1% | +23.0% | +24.0% |
| 3M | +22.9% | +7.2% | +15.7% | +19.5% |
| 6M | -4.9% | +11.2% | -16.2% | -8.9% |
| YTD | +7.8% | +24.4% | -16.6% | -1.4% |
| 1Y | +133.9% | +6.7% | +127.2% | +126.0% |
| 3Y | +380.9% | +9.2% | +371.7% | +353.4% |
| 5Y | +230.2% | +27.4% | +202.8% | +195.1% |
| 10Y | +265.6% | +164.8% | +100.7% | +154.5% |
| All | +59.1% | +6,115.6% | -6,056.5% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling