+333.0%
APP vs HIG
+124.5%
+208.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | -23.3% | -3.2% | -20.1% | -22.2% |
| 3M | -42.6% | +9.1% | -51.8% | -45.5% |
| 6M | -33.6% | -1.8% | -31.8% | -33.7% |
| YTD | -52.4% | +1.8% | -54.2% | -53.8% |
| 1Y | -35.9% | +4.6% | -40.4% | -38.9% |
| 3Y | +642.2% | +101.6% | +540.6% | +370.8% |
| All | +333.0% | +124.5% | +208.5% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling