+8,682.0%
HD vs APH
+61,451.9%
-52,770.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -47.8% | +46.4% | +11.1% |
| 7D | -1.6% | -48.7% | +47.1% | +11.4% |
| 30D | -8.4% | -51.9% | +43.5% | +5.3% |
| 3M | +4.3% | -43.6% | +47.9% | +14.1% |
| 6M | -11.1% | -37.5% | +26.4% | -6.0% |
| YTD | -4.7% | -38.6% | +34.0% | +0.2% |
| 1Y | -19.8% | -26.3% | +6.5% | -20.5% |
| 3Y | +4.1% | +89.2% | -85.1% | -22.7% |
| 5Y | +10.3% | +119.8% | -109.5% | -21.3% |
| 10Y | +203.2% | +454.3% | -251.1% | +70.2% |
| All | +8,682.0% | +61,451.9% | -52,770.0% | +2,231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling