-3.5%
HD vs APH
+11.4%
-14.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.5% | +11.1% | -11.6% | -1.0% |
| 30D | +18.5% | -7.3% | +25.8% | +19.0% |
| 3M | +2.2% | -6.2% | +8.3% | +2.3% |
| 6M | +13.8% | +24.9% | -11.1% | +10.1% |
| YTD | +3.4% | +18.4% | -15.0% | +1.2% |
| 1Y | -3.5% | +13.0% | -16.5% | -5.2% |
| All | -3.5% | +11.4% | -14.9% | -5.2% |
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