+245.3%
HD vs APH
+950.8%
-705.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -1.2% | +0.4% | -1.5% | -1.6% |
| 30D | +20.9% | -8.0% | +28.9% | +23.5% |
| 3M | -0.2% | -5.0% | +4.8% | 0.0% |
| 6M | +14.5% | +29.9% | -15.4% | -1.5% |
| YTD | +4.3% | +18.0% | -13.7% | -9.2% |
| 1Y | -3.5% | +11.3% | -14.8% | -14.1% |
| 3Y | +30.1% | +274.9% | -244.8% | -46.4% |
| 5Y | +8.5% | +300.6% | -292.1% | -57.7% |
| 10Y | +245.3% | +944.2% | -698.9% | -24.6% |
| All | +245.3% | +950.8% | -705.6% | -24.6% |
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