+575.2%
HLT vs APA
-2.4%
+577.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -1.6% | +4.6% | -6.2% | -2.4% |
| 30D | -5.0% | +11.9% | -16.9% | -6.9% |
| 3M | -10.4% | +22.5% | -32.9% | -13.9% |
| 6M | +3.2% | +37.5% | -34.3% | -3.9% |
| YTD | +6.7% | +87.2% | -80.4% | -6.5% |
| 1Y | +10.3% | +101.4% | -91.2% | -5.3% |
| 3Y | +99.3% | +16.9% | +82.4% | +83.4% |
| 5Y | +143.7% | +178.4% | -34.8% | +84.2% |
| All | +575.2% | -2.4% | +577.6% | +377.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling