+425.8%
APA vs HIG
+1,002.1%
-576.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +23.4% | -3.2% | +26.6% | +24.2% |
| 3M | +12.7% | +9.1% | +3.5% | +10.2% |
| 6M | +39.4% | -1.8% | +41.2% | +39.4% |
| YTD | +79.0% | +1.8% | +77.2% | +77.4% |
| 1Y | +88.8% | +4.6% | +84.3% | +85.8% |
| 3Y | +6.4% | +101.6% | -95.3% | -10.0% |
| 5Y | +153.0% | +124.5% | +28.5% | +110.6% |
| 10Y | +7.5% | +317.8% | -310.3% | -18.6% |
| All | +425.8% | +1,002.1% | -576.3% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling