+575.2%
HLT vs APD
+166.7%
+408.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -0.3% |
| 30D | -5.0% | -4.2% | -0.9% | -3.4% |
| 3M | -10.4% | +5.4% | -15.8% | -12.7% |
| 6M | +3.2% | +6.3% | -3.0% | -0.2% |
| YTD | +6.7% | +20.3% | -13.6% | -2.2% |
| 1Y | +10.3% | +1.6% | +8.7% | +7.9% |
| 3Y | +99.3% | +4.0% | +95.3% | +88.2% |
| 5Y | +143.7% | +23.3% | +120.4% | +108.0% |
| All | +575.2% | +166.7% | +408.6% | +285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling