+123.4%
APD vs USHY
+49.7%
+73.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.3% | -0.7% | -2.6% | -2.2% |
| 30D | -4.2% | -0.7% | -3.5% | -3.1% |
| 3M | +5.4% | +0.1% | +5.4% | +5.3% |
| 6M | +6.3% | +1.8% | +4.5% | +3.1% |
| YTD | +20.3% | +1.8% | +18.6% | +16.8% |
| 1Y | +1.6% | +3.3% | -1.7% | -3.6% |
| 3Y | +4.0% | +27.0% | -23.0% | -28.2% |
| 5Y | +23.3% | +21.0% | +2.3% | -6.3% |
| All | +123.4% | +49.7% | +73.7% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling