+38.5%
APA vs USHY
+50.7%
-12.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.8% |
| 30D | +15.7% | 0.0% | +15.8% | +15.6% |
| 3M | +16.5% | +1.2% | +15.3% | +12.0% |
| 6M | +35.1% | +2.6% | +32.5% | +22.8% |
| YTD | +82.2% | +2.4% | +79.8% | +66.3% |
| 1Y | +102.5% | +4.2% | +98.2% | +75.5% |
| 3Y | +10.3% | +28.0% | -17.7% | -47.1% |
| 5Y | +166.1% | +21.8% | +144.3% | +56.5% |
| All | +38.5% | +50.7% | -12.2% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling