+498.5%
APA vs HIG
+995.0%
-496.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +8.5% | +2.6% | +5.9% | +7.9% |
| 30D | +2.8% | +4.2% | -1.4% | +1.7% |
| 3M | +21.7% | +0.2% | +21.5% | +21.4% |
| 6M | +32.6% | +4.6% | +28.0% | +30.8% |
| YTD | +103.7% | +1.1% | +102.6% | +101.9% |
| 1Y | +101.8% | +4.7% | +97.1% | +98.3% |
| 3Y | +48.1% | +95.5% | -47.4% | +25.9% |
| 5Y | +91.9% | +111.7% | -19.8% | +61.5% |
| 10Y | +8.4% | +263.4% | -255.1% | -16.2% |
| All | +498.5% | +995.0% | -496.5% | +209.6% |
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