+503.8%
APP vs HIG
+131.2%
+372.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +10.6% | -0.1% | +10.7% | +10.5% |
| 30D | +44.6% | +4.4% | +40.2% | +41.6% |
| 3M | +29.6% | 0.0% | +29.6% | +29.0% |
| 6M | -19.8% | +3.8% | -23.6% | -22.1% |
| YTD | -41.6% | +0.7% | -42.3% | -43.0% |
| 1Y | -32.7% | +5.0% | -37.7% | -35.9% |
| 3Y | +799.0% | +95.3% | +703.7% | +509.8% |
| 5Y | +250.4% | +110.8% | +139.6% | +123.2% |
| All | +503.8% | +131.2% | +372.6% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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