+951.3%
APH vs HIG
+270.3%
+680.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.6% | +8.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -7.5% | +4.5% | -11.9% | -9.2% |
| 3M | -4.4% | -5.5% | +1.0% | -3.1% |
| 6M | +26.5% | +3.1% | +23.4% | +23.6% |
| YTD | +20.0% | -0.8% | +20.9% | +18.4% |
| 1Y | +16.9% | +6.1% | +10.8% | +12.2% |
| 3Y | +288.5% | +94.1% | +194.4% | +189.8% |
| 5Y | +310.3% | +106.4% | +203.9% | +196.7% |
| 10Y | +951.3% | +265.1% | +686.2% | +565.7% |
| All | +951.3% | +270.3% | +680.9% | +565.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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