+695.5%
APH vs USHY
+48.0%
+647.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.5% |
| 7D | +4.9% | -0.4% | +5.3% | +5.8% |
| 30D | -5.4% | +0.6% | -6.0% | -6.4% |
| 3M | -5.5% | -2.0% | -3.5% | -1.5% |
| 6M | +25.9% | -0.5% | +26.5% | +27.7% |
| YTD | +16.4% | +0.6% | +15.8% | +15.9% |
| 1Y | +16.5% | +2.1% | +14.4% | +12.8% |
| 3Y | +270.9% | +25.3% | +245.5% | +149.6% |
| 5Y | +289.5% | +19.7% | +269.8% | +191.0% |
| All | +695.5% | +48.0% | +647.5% | +338.0% |
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