+636.8%
HLT vs APA
-29.4%
+666.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.3% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | -1.2% | +9.3% | -10.6% | -2.9% |
| 3M | -10.3% | +23.3% | -33.7% | -14.1% |
| 6M | +1.3% | +39.5% | -38.2% | -6.2% |
| YTD | +7.0% | +87.6% | -80.6% | -6.6% |
| 1Y | +11.9% | +114.2% | -102.4% | -5.4% |
| 3Y | +100.7% | +13.6% | +87.1% | +85.3% |
| 5Y | +147.5% | +175.6% | -28.1% | +86.2% |
| 10Y | +586.5% | -2.6% | +589.2% | +406.6% |
| All | +636.8% | -29.4% | +666.3% | +442.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling