+177.2%
APA vs USHY
+20.9%
+156.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.2% |
| 7D | +0.8% | -0.7% | +1.5% | +2.2% |
| 30D | +9.6% | -0.5% | +10.2% | +10.7% |
| 3M | +18.0% | +0.5% | +17.5% | +16.4% |
| 6M | +41.9% | +1.5% | +40.4% | +36.2% |
| YTD | +86.3% | +1.7% | +84.6% | +77.8% |
| 1Y | +97.9% | +3.5% | +94.3% | +82.0% |
| 3Y | +12.8% | +27.2% | -14.4% | -27.7% |
| 5Y | +177.2% | +21.0% | +156.2% | +159.0% |
| All | +177.2% | +20.9% | +156.3% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling