+254.2%
HD vs APH
+894.6%
-640.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -6.0% | -3.4% |
| 7D | +4.3% | -5.9% | +10.3% | +6.1% |
| 30D | +20.2% | -14.8% | +35.0% | +26.5% |
| 3M | -1.0% | -12.4% | +11.4% | +2.4% |
| 6M | +7.9% | +8.1% | -0.2% | +0.3% |
| YTD | +2.0% | +10.9% | -9.0% | -9.0% |
| 1Y | -4.3% | +8.8% | -13.1% | -14.5% |
| 3Y | +25.9% | +262.1% | -236.1% | -47.7% |
| 5Y | +5.8% | +283.1% | -277.3% | -58.1% |
| All | +254.2% | +894.6% | -640.4% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling