-55.4%
APP vs HYG
+1.8%
-57.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +7.2% |
| 7D | +4.5% | -0.1% | +4.6% | +5.1% |
| 30D | -3.6% | +0.7% | -4.3% | -6.6% |
| 3M | -35.3% | -2.0% | -33.2% | -28.7% |
| 6M | -42.8% | -0.9% | -41.9% | -40.1% |
| YTD | -59.7% | +0.1% | -59.7% | -59.2% |
| 1Y | -55.4% | +1.6% | -57.0% | -59.8% |
| All | -55.4% | +1.8% | -57.2% | -59.8% |
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