-35.9%
APP vs HYG
+4.1%
-40.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.7% |
| 30D | -23.3% | +0.1% | -23.4% | -23.6% |
| 3M | -42.6% | +0.7% | -43.3% | -44.0% |
| 6M | -33.6% | +1.5% | -35.1% | -37.3% |
| YTD | -52.4% | +2.2% | -54.6% | -56.6% |
| 1Y | -35.9% | +3.9% | -39.8% | -46.3% |
| All | -35.9% | +4.1% | -40.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling