+107.2%
APA vs USHY
+1.9%
+105.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.5% | -4.5% |
| 7D | -13.0% | -0.2% | -12.8% | -13.5% |
| 30D | +2.0% | +0.7% | +1.3% | +4.7% |
| 3M | +24.9% | -2.2% | +27.1% | +14.7% |
| 6M | +7.2% | -0.9% | +8.0% | +4.2% |
| YTD | +87.1% | +0.2% | +86.9% | +86.7% |
| 1Y | +107.2% | +1.7% | +105.4% | +102.3% |
| All | +107.2% | +1.9% | +105.3% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling