+951.3%
APH vs HAS
+106.1%
+845.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.7% | +6.5% | +7.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | -7.5% | +29.6% | -37.1% | -14.9% |
| 3M | -4.4% | +30.3% | -34.7% | -12.4% |
| 6M | +26.5% | +25.6% | +0.9% | +16.4% |
| YTD | +20.0% | +50.8% | -30.8% | +3.5% |
| 1Y | +16.9% | +63.0% | -46.2% | -1.8% |
| 3Y | +288.5% | +211.6% | +76.9% | +156.8% |
| 5Y | +310.3% | +50.4% | +259.9% | +239.6% |
| 10Y | +951.3% | +101.9% | +849.4% | +666.2% |
| All | +951.3% | +106.1% | +845.2% | +666.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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