+32.6%
APA vs USHY
-0.5%
+33.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.1% |
| 7D | +8.5% | -0.4% | +9.0% | +6.6% |
| 30D | +2.8% | +0.6% | +2.2% | +5.9% |
| 3M | +21.7% | -2.0% | +23.7% | +7.9% |
| 6M | +32.6% | -0.5% | +33.2% | +28.8% |
| All | +32.6% | -0.5% | +33.1% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling