+378.5%
APP vs HYG
+22.0%
+356.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.5% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | -10.0% | -0.1% | -10.0% | -9.8% |
| 3M | -44.6% | +1.0% | -45.6% | -46.5% |
| 6M | -37.9% | +2.3% | -40.2% | -43.0% |
| YTD | -53.7% | +2.1% | -55.8% | -57.1% |
| 1Y | -43.0% | +3.8% | -46.8% | -50.2% |
| 3Y | +640.8% | +26.7% | +614.1% | +230.9% |
| 5Y | +358.8% | +19.3% | +339.6% | +212.2% |
| All | +378.5% | +22.0% | +356.5% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling