+1,059.7%
APH vs HST
+92.5%
+967.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +5.0% | -1.0% | +6.0% | +5.3% |
| 30D | -3.9% | -12.3% | +8.4% | +0.7% |
| 3M | +13.0% | -6.4% | +19.3% | +15.2% |
| 6M | +25.2% | +15.0% | +10.1% | +17.9% |
| YTD | +22.9% | +30.5% | -7.6% | +10.3% |
| 1Y | +47.8% | +35.7% | +12.2% | +30.2% |
| 3Y | +283.0% | +68.4% | +214.6% | +207.0% |
| 5Y | +349.7% | +73.1% | +276.5% | +247.8% |
| All | +1,059.7% | +92.5% | +967.2% | +731.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling