-43.3%
APP vs HYG
+3.1%
-46.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.1% |
| 7D | +1.1% | -0.7% | +1.8% | +4.4% |
| 30D | +6.6% | -0.7% | +7.4% | +10.3% |
| 3M | -32.3% | -0.2% | -32.1% | -31.4% |
| 6M | -29.8% | +1.4% | -31.2% | -34.7% |
| YTD | -51.9% | +1.5% | -53.4% | -54.7% |
| 1Y | -43.3% | +2.9% | -46.2% | -50.5% |
| All | -43.3% | +3.1% | -46.4% | -50.5% |
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