+11,692.4%
AAPL vs HYG
+151.8%
+11,540.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +4.1% |
| 7D | -0.5% | -0.7% | +0.2% | +0.4% |
| 30D | +7.1% | -0.6% | +7.7% | +7.9% |
| 3M | +12.1% | +0.4% | +11.7% | +11.5% |
| 6M | +25.4% | +1.2% | +24.2% | +23.6% |
| YTD | +20.5% | +1.5% | +19.0% | +18.3% |
| 1Y | +44.5% | +3.2% | +41.4% | +39.1% |
| 3Y | +85.8% | +25.9% | +59.9% | +41.7% |
| 5Y | +124.8% | +18.6% | +106.2% | +86.7% |
| 10Y | +1,284.7% | +55.8% | +1,228.9% | +793.4% |
| All | +11,692.4% | +151.8% | +11,540.6% | +5,111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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