+7.8%
HD vs APH
+274.6%
-266.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.3% | +7.8% | +0.7% |
| 7D | +6.4% | -12.7% | +19.1% | +9.6% |
| 30D | +22.1% | -19.2% | +41.2% | +28.0% |
| 3M | -0.2% | -16.7% | +16.5% | +3.5% |
| 6M | +12.6% | +5.1% | +7.5% | +7.8% |
| YTD | +3.9% | +6.6% | -2.7% | -3.1% |
| 1Y | -3.7% | +3.9% | -7.6% | -9.8% |
| 3Y | +27.9% | +246.0% | -218.2% | -40.7% |
| 5Y | +7.8% | +268.0% | -260.2% | -52.0% |
| All | +7.8% | +274.6% | -266.8% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling