+12.1%
HLT vs APA
+94.6%
-82.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.3% |
| 7D | -3.3% | +0.5% | -3.9% | -3.2% |
| 30D | -4.1% | +23.4% | -27.5% | -1.8% |
| 3M | -7.9% | +12.7% | -20.6% | -6.3% |
| 6M | +2.2% | +39.4% | -37.3% | +2.4% |
| YTD | +8.5% | +79.0% | -70.5% | +7.2% |
| 1Y | +12.1% | +88.8% | -76.7% | +10.5% |
| All | +12.1% | +94.6% | -82.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling