+99.4%
HLT vs APD
+5.8%
+93.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.6% | -3.5% | +0.9% | -1.8% |
| 30D | -2.6% | -5.1% | +2.4% | -1.5% |
| 3M | -9.4% | +6.9% | -16.3% | -11.0% |
| 6M | +2.7% | +8.1% | -5.3% | +0.3% |
| YTD | +6.8% | +21.2% | -14.5% | +1.2% |
| 1Y | +12.4% | +4.9% | +7.5% | +10.3% |
| All | +99.4% | +5.8% | +93.5% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling