+10.0%
APD vs HIG
+104.7%
-94.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | -3.7% | +1.1% | -4.7% | -4.1% |
| 30D | +9.6% | +5.6% | +4.0% | +7.2% |
| 3M | +1.6% | -6.9% | +8.5% | +4.5% |
| 6M | +2.2% | +1.3% | +0.9% | +1.1% |
| YTD | +25.9% | -1.5% | +27.3% | +25.6% |
| 1Y | +20.1% | +6.6% | +13.5% | +15.7% |
| 3Y | +12.4% | +91.2% | -78.8% | -19.8% |
| All | +10.0% | +104.7% | -94.7% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling