+2,340.2%
APD vs HIG
+967.2%
+1,373.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | -3.7% | +1.1% | -4.7% | -3.9% |
| 30D | +9.6% | +5.6% | +4.0% | +8.3% |
| 3M | +1.6% | -6.9% | +8.5% | +3.1% |
| 6M | +2.2% | +1.3% | +0.9% | +1.7% |
| YTD | +25.9% | -1.5% | +27.3% | +25.9% |
| 1Y | +20.1% | +6.6% | +13.5% | +18.1% |
| 3Y | +12.4% | +91.2% | -78.8% | -2.7% |
| 5Y | +11.1% | +106.1% | -94.9% | -5.5% |
| 10Y | +190.1% | +283.7% | -93.6% | +110.3% |
| All | +2,340.2% | +967.2% | +1,373.0% | +800.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling