+658.5%
APH vs USHY
+47.8%
+610.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | -0.3% | -5.7% | -5.5% |
| 30D | -14.8% | 0.0% | -14.8% | -14.8% |
| 3M | -12.4% | -1.8% | -10.6% | -9.2% |
| 6M | +8.1% | -1.0% | +9.1% | +10.6% |
| YTD | +10.9% | +0.5% | +10.5% | +10.8% |
| 1Y | +8.8% | +1.9% | +6.9% | +5.8% |
| 3Y | +262.1% | +24.9% | +237.2% | +145.1% |
| 5Y | +283.1% | +18.8% | +264.3% | +190.3% |
| All | +658.5% | +47.8% | +610.7% | +318.5% |
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 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