+268.0%
APH vs HST
+70.3%
+197.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.7% | -7.0% |
| 7D | -12.7% | -4.2% | -8.6% | -11.1% |
| 30D | -19.2% | +9.6% | -28.7% | -21.9% |
| 3M | -16.7% | -1.1% | -15.6% | -16.4% |
| 6M | +5.1% | +21.1% | -15.9% | -3.2% |
| YTD | +6.6% | +47.1% | -40.5% | -9.6% |
| 1Y | +3.9% | +64.0% | -60.1% | -16.0% |
| 3Y | +246.0% | +77.1% | +168.9% | +166.0% |
| 5Y | +268.0% | +71.8% | +196.2% | +182.6% |
| All | +268.0% | +70.3% | +197.7% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling