+205.5%
HD vs APH
+1,060.9%
-855.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | -2.1% | +5.0% | -7.0% | -4.1% |
| 30D | -8.4% | -3.9% | -4.5% | -7.2% |
| 3M | +4.3% | +13.0% | -8.6% | -2.5% |
| 6M | -11.1% | +25.2% | -36.3% | -21.4% |
| YTD | -4.7% | +22.9% | -27.6% | -17.1% |
| 1Y | -19.8% | +47.8% | -67.6% | -37.7% |
| 3Y | +4.1% | +283.0% | -278.9% | -56.6% |
| 5Y | +10.3% | +349.7% | -339.3% | -59.0% |
| All | +205.5% | +1,060.9% | -855.3% | -38.6% |
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