+10.8%
HD vs APH
+120.4%
-109.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -47.8% | +46.4% | +8.4% |
| 7D | -1.6% | -48.7% | +47.1% | +8.6% |
| 30D | -8.4% | -51.9% | +43.5% | +2.8% |
| 3M | +4.3% | -43.6% | +47.9% | +10.9% |
| 6M | -11.1% | -37.5% | +26.4% | -9.0% |
| YTD | -4.7% | -38.6% | +34.0% | -3.6% |
| 1Y | -19.8% | -26.3% | +6.5% | -25.6% |
| 3Y | +4.1% | +89.2% | -85.1% | -45.1% |
| All | +10.8% | +120.4% | -109.6% | -47.2% |
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