+12.6%
HD vs APH
+0.2%
+12.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.3% | +7.8% | -1.6% |
| 7D | +6.4% | -12.7% | +19.1% | +6.1% |
| 30D | +22.1% | -19.2% | +41.2% | +22.7% |
| 3M | -0.2% | -16.7% | +16.5% | 0.0% |
| 6M | +12.6% | +5.1% | +7.5% | +7.9% |
| All | +12.6% | +0.2% | +12.4% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling