+630.8%
HLT vs APD
+311.3%
+319.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -2.4% | -2.5% | +0.1% | -1.4% |
| 30D | -4.1% | -1.9% | -2.2% | -3.4% |
| 3M | -10.6% | +8.2% | -18.8% | -14.0% |
| 6M | +2.0% | +10.7% | -8.7% | -3.2% |
| YTD | +6.1% | +22.9% | -16.8% | -4.0% |
| 1Y | +9.8% | +5.8% | +4.0% | +5.5% |
| 3Y | +99.0% | +7.8% | +91.2% | +84.2% |
| 5Y | +151.5% | +26.1% | +125.4% | +111.7% |
| 10Y | +561.1% | +163.7% | +397.4% | +267.4% |
| All | +630.8% | +311.3% | +319.5% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling