+130.9%
APD vs USHY
+50.7%
+80.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.2% | -0.1% | -2.1% | -2.0% |
| 30D | +2.1% | +0.1% | +2.0% | +1.9% |
| 3M | +7.2% | +0.8% | +6.4% | +5.8% |
| 6M | +11.2% | +1.7% | +9.5% | +8.0% |
| YTD | +24.4% | +2.5% | +21.9% | +19.4% |
| 1Y | +6.7% | +4.4% | +2.3% | -0.5% |
| 3Y | +9.2% | +27.4% | -18.1% | -24.9% |
| 5Y | +27.4% | +21.7% | +5.6% | -4.1% |
| All | +130.9% | +50.7% | +80.2% | +30.4% |
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