+528.8%
APP vs HIG
+127.7%
+401.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +79.2% | -0.5% | +79.6% | +79.3% |
| 30D | +48.0% | +4.5% | +43.5% | +44.9% |
| 3M | +18.2% | -5.5% | +23.7% | +20.7% |
| 6M | -12.5% | +3.1% | -15.6% | -14.8% |
| YTD | -39.2% | -0.8% | -38.3% | -40.2% |
| 1Y | -33.9% | +6.1% | -39.9% | -37.5% |
| 3Y | +933.3% | +94.1% | +839.2% | +602.4% |
| 5Y | +295.9% | +106.4% | +189.4% | +154.1% |
| All | +528.8% | +127.7% | +401.1% | +310.2% |
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