+6.7%
HD vs APH
+289.4%
-282.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +1.5% | +4.9% | -3.4% | +0.3% |
| 30D | +18.0% | -5.4% | +23.4% | +18.8% |
| 3M | +2.8% | -5.5% | +8.3% | +3.1% |
| 6M | +17.0% | +25.9% | -8.9% | +6.5% |
| YTD | +3.5% | +16.4% | -12.8% | -5.5% |
| 1Y | -2.6% | +16.5% | -19.1% | -11.6% |
| 3Y | +30.7% | +270.9% | -240.1% | -40.0% |
| All | +6.7% | +289.4% | -282.7% | -52.2% |
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 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