-26.3%
APH vs HST
+38.1%
-64.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -47.9% |
| 7D | -48.7% | -1.3% | -47.4% | -48.6% |
| 30D | -51.9% | -12.3% | -39.7% | -50.4% |
| 3M | -43.6% | -6.4% | -37.2% | -43.1% |
| 6M | -37.5% | +15.0% | -52.5% | -41.6% |
| YTD | -38.6% | +30.5% | -69.1% | -44.0% |
| 1Y | -26.3% | +35.7% | -62.0% | -31.4% |
| All | -26.3% | +38.1% | -64.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling