-4.6%
HD vs APH
+16.5%
-21.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.2% | +12.7% | +6.8% |
| 7D | +11.9% | -2.4% | +14.3% | +11.9% |
| 30D | +26.4% | -9.5% | +35.9% | +27.2% |
| 3M | +2.8% | -7.6% | +10.4% | +3.2% |
| 6M | +15.5% | +12.4% | +3.1% | +12.9% |
| YTD | +5.5% | +17.5% | -12.0% | +3.5% |
| 1Y | -4.6% | +16.4% | -21.0% | -6.2% |
| All | -4.6% | +16.5% | -21.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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