+42.2%
APA vs USHY
+49.7%
-7.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.6% | -0.7% | +5.3% | +6.7% |
| 30D | +11.9% | -0.7% | +12.6% | +14.0% |
| 3M | +22.5% | +0.1% | +22.4% | +21.7% |
| 6M | +37.5% | +1.8% | +35.8% | +28.2% |
| YTD | +87.2% | +1.8% | +85.4% | +74.1% |
| 1Y | +101.4% | +3.3% | +98.1% | +79.4% |
| 3Y | +16.9% | +27.0% | -10.1% | -42.6% |
| 5Y | +178.4% | +21.0% | +157.4% | +66.7% |
| All | +42.2% | +49.7% | -7.5% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling