+169.1%
APD vs HIG
+314.4%
-145.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -4.2% | -2.8% | -1.4% | -3.3% |
| 3M | +5.0% | +6.3% | -1.4% | +2.6% |
| 6M | +8.9% | -0.1% | +9.0% | +8.5% |
| YTD | +21.9% | +0.4% | +21.5% | +21.1% |
| 1Y | +5.6% | +6.2% | -0.7% | +2.8% |
| 3Y | +6.9% | +101.6% | -94.7% | -17.4% |
| 5Y | +25.3% | +119.8% | -94.5% | -6.6% |
| 10Y | +169.1% | +311.7% | -142.7% | +85.0% |
| All | +169.1% | +314.4% | -145.3% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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