+2,443.9%
APH vs HBM
+613.3%
+1,830.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.3% | -43.5% | -47.0% |
| 7D | -48.7% | -9.7% | -39.1% | -47.3% |
| 30D | -51.9% | +5.9% | -57.8% | -52.2% |
| 3M | -43.6% | -8.9% | -34.6% | -42.5% |
| 6M | -37.5% | +10.7% | -48.2% | -39.0% |
| YTD | -38.6% | +38.3% | -76.9% | -42.8% |
| 1Y | -26.3% | +121.3% | -147.7% | -37.3% |
| 3Y | +89.2% | +450.6% | -361.4% | +32.1% |
| 5Y | +119.8% | +338.0% | -218.2% | +52.7% |
| 10Y | +454.3% | +578.6% | -124.4% | +205.3% |
| All | +2,443.9% | +613.3% | +1,830.5% | +948.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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