+725.8%
APH vs USHY
+50.4%
+675.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.1% |
| 7D | +1.6% | -0.1% | +1.8% | +1.9% |
| 30D | -3.0% | 0.0% | -2.9% | -2.9% |
| 3M | +5.7% | +0.8% | +4.9% | +4.1% |
| 6M | +20.0% | +1.9% | +18.1% | +16.1% |
| YTD | +20.8% | +2.3% | +18.5% | +16.4% |
| 1Y | +40.2% | +4.1% | +36.1% | +30.6% |
| 3Y | +288.1% | +27.8% | +260.3% | +151.2% |
| 5Y | +352.5% | +21.5% | +331.0% | +228.3% |
| All | +725.8% | +50.4% | +675.4% | +339.9% |
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