+9.9%
HL vs APD
+6,342.2%
-6,332.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.6% | -7.4% |
| 7D | +8.2% | -0.2% | +8.4% | +8.4% |
| 30D | -16.3% | +11.0% | -27.3% | -19.5% |
| 3M | -18.6% | +1.3% | -19.9% | -19.0% |
| 6M | -23.2% | +6.4% | -29.5% | -25.0% |
| YTD | -25.5% | +28.9% | -54.4% | -32.8% |
| 1Y | -4.8% | +23.2% | -28.0% | -12.6% |
| 3Y | +281.4% | +26.3% | +255.1% | +241.8% |
| 5Y | +137.8% | +12.0% | +125.8% | +121.9% |
| 10Y | +135.5% | +183.2% | -47.7% | +60.1% |
| All | +9.9% | +6,342.2% | -6,332.2% | -28.8% |
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