+844.5%
APH vs HAS
+102.4%
+742.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.7% | -8.8% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -19.2% | +31.3% | -50.5% | -26.0% |
| 3M | -16.7% | +32.1% | -48.8% | -24.0% |
| 6M | +5.1% | +28.1% | -23.0% | -3.9% |
| YTD | +6.6% | +49.1% | -42.5% | -7.8% |
| 1Y | +3.9% | +60.5% | -56.6% | -12.3% |
| 3Y | +246.0% | +183.9% | +62.1% | +135.7% |
| 5Y | +268.0% | +51.2% | +216.8% | +203.8% |
| All | +844.5% | +102.4% | +742.1% | +590.3% |
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