+367.9%
APP vs USHY
+25.1%
+342.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -1.5% |
| 7D | -4.4% | -0.1% | -4.2% | -3.8% |
| 30D | -10.0% | 0.0% | -10.0% | -9.9% |
| 3M | -41.4% | +0.8% | -42.3% | -43.2% |
| 6M | -41.0% | +1.9% | -42.9% | -45.1% |
| YTD | -54.7% | +2.3% | -57.0% | -58.2% |
| 1Y | -45.3% | +4.1% | -49.5% | -52.9% |
| 3Y | +624.3% | +27.8% | +596.5% | +212.7% |
| 5Y | +329.1% | +21.5% | +307.6% | +168.2% |
| All | +367.9% | +25.1% | +342.8% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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