+396.9%
APP vs HYG
+21.2%
+375.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.1% |
| 7D | +1.1% | -0.7% | +1.8% | +3.9% |
| 30D | +6.6% | -0.7% | +7.4% | +9.8% |
| 3M | -32.3% | -0.2% | -32.1% | -31.5% |
| 6M | -29.8% | +1.4% | -31.2% | -33.4% |
| YTD | -51.9% | +1.5% | -53.4% | -54.3% |
| 1Y | -43.3% | +2.9% | -46.2% | -48.8% |
| 3Y | +664.1% | +25.6% | +638.4% | +252.4% |
| 5Y | +318.7% | +18.6% | +300.1% | +192.2% |
| All | +396.9% | +21.2% | +375.7% | +223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling