+4.4%
APA vs HIG
+260.2%
-255.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +9.6% | -0.1% | +9.8% | +9.6% |
| 30D | -0.2% | +4.4% | -4.6% | -3.9% |
| 3M | +19.8% | 0.0% | +19.8% | +18.8% |
| 6M | +30.1% | +3.8% | +26.3% | +24.4% |
| YTD | +100.4% | +0.7% | +99.7% | +94.0% |
| 1Y | +105.2% | +5.0% | +100.2% | +91.4% |
| 3Y | +44.6% | +95.3% | -50.7% | -20.1% |
| 5Y | +88.8% | +110.8% | -22.0% | -2.1% |
| All | +4.4% | +260.2% | -255.8% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling