+887.9%
APP vs HYG
+24.5%
+863.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.2% |
| 7D | +4.6% | -0.4% | +4.9% | +6.9% |
| 30D | +56.0% | +0.7% | +55.3% | +50.6% |
| 3M | +30.8% | -2.1% | +32.9% | +47.1% |
| 6M | -9.8% | -0.8% | -9.0% | -5.1% |
| YTD | -39.3% | +0.3% | -39.6% | -39.7% |
| 1Y | -26.4% | +1.8% | -28.2% | -32.6% |
| 3Y | +887.9% | +24.1% | +863.8% | +317.5% |
| All | +887.9% | +24.5% | +863.5% | +317.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling