+8.6%
HL vs APD
+6,445.2%
-6,436.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.1% |
| 30D | -16.2% | +11.0% | -27.2% | -19.4% |
| 3M | -20.5% | +2.6% | -23.0% | -21.3% |
| 6M | -31.7% | +4.8% | -36.5% | -33.0% |
| YTD | -26.4% | +31.0% | -57.4% | -34.0% |
| 1Y | -4.3% | +23.4% | -27.7% | -12.3% |
| 3Y | +276.9% | +28.4% | +248.5% | +235.7% |
| 5Y | +124.1% | +15.2% | +108.9% | +107.0% |
| 10Y | +144.6% | +190.7% | -46.0% | +64.8% |
| All | +8.6% | +6,445.2% | -6,436.6% | -30.0% |
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