+1,059.7%
APH vs HAS
+56.4%
+1,003.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +5.0% | -1.8% | +6.8% | +5.5% |
| 30D | -3.9% | +2.3% | -6.1% | -4.7% |
| 3M | +13.0% | +10.4% | +2.6% | +9.0% |
| 6M | +25.2% | -3.2% | +28.4% | +25.1% |
| YTD | +22.9% | +15.4% | +7.5% | +15.7% |
| 1Y | +47.8% | +18.8% | +29.0% | +37.6% |
| 3Y | +283.0% | +43.9% | +239.1% | +225.9% |
| 5Y | +349.7% | +13.9% | +335.8% | +306.9% |
| All | +1,059.7% | +56.4% | +1,003.3% | +839.8% |
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