-19.8%
HD vs APH
-25.2%
+5.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -47.8% | +46.4% | +1.0% |
| 7D | -1.6% | -48.7% | +47.1% | +0.9% |
| 30D | -8.4% | -51.9% | +43.5% | -5.7% |
| 3M | +4.3% | -43.6% | +47.9% | +5.9% |
| 6M | -11.1% | -37.5% | +26.4% | -10.7% |
| YTD | -4.7% | -38.6% | +34.0% | -3.0% |
| 1Y | -19.8% | -26.3% | +6.5% | -16.1% |
| All | -19.8% | -25.2% | +5.4% | -16.1% |
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