+306.4%
APP vs HYG
+18.3%
+288.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +4.9% |
| 7D | +0.3% | -0.7% | +1.0% | +3.3% |
| 30D | -1.3% | -0.6% | -0.7% | +0.9% |
| 3M | -36.2% | +0.4% | -36.6% | -37.1% |
| 6M | -34.1% | +1.2% | -35.4% | -37.0% |
| YTD | -53.3% | +1.5% | -54.8% | -55.7% |
| 1Y | -44.5% | +3.2% | -47.7% | -50.5% |
| 3Y | +646.7% | +25.9% | +620.8% | +239.4% |
| 5Y | +306.4% | +18.6% | +287.8% | +217.0% |
| All | +306.4% | +18.3% | +288.2% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling