+4,814.2%
APH vs HBM
+443.9%
+4,370.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.8% |
| 7D | -5.9% | -3.6% | -2.3% | -5.2% |
| 30D | -14.8% | -19.2% | +4.4% | -11.2% |
| 3M | -12.4% | -20.5% | +8.1% | -8.7% |
| 6M | +8.1% | -12.8% | +20.9% | +10.0% |
| YTD | +10.9% | +5.4% | +5.5% | +8.1% |
| 1Y | +8.8% | +33.0% | -24.2% | +1.4% |
| 3Y | +262.1% | +357.3% | -95.3% | +160.6% |
| 5Y | +283.1% | +210.4% | +72.7% | +182.4% |
| 10Y | +908.1% | +387.1% | +521.0% | +488.2% |
| All | +4,814.2% | +443.9% | +4,370.2% | +2,014.8% |
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