+944.2%
APH vs HST
+143.8%
+800.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +0.4% | -1.3% | +1.6% | +1.0% |
| 30D | -8.0% | +13.4% | -21.4% | -12.1% |
| 3M | -5.0% | +16.7% | -21.7% | -10.4% |
| 6M | +29.9% | +24.0% | +5.9% | +19.3% |
| YTD | +18.0% | +54.0% | -36.0% | -0.5% |
| 1Y | +11.3% | +55.0% | -43.7% | -6.5% |
| 3Y | +274.9% | +89.3% | +185.6% | +188.0% |
| 5Y | +300.6% | +85.4% | +215.2% | +201.9% |
| 10Y | +944.2% | +137.1% | +807.1% | +610.6% |
| All | +944.2% | +143.8% | +800.4% | +610.6% |
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