+313.2%
APP vs USHY
+18.8%
+294.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -2.0% |
| 7D | +61.1% | +0.3% | +60.8% | +59.1% |
| 30D | +42.8% | -0.1% | +42.9% | +43.9% |
| 3M | +16.7% | -1.9% | +18.5% | +26.2% |
| 6M | -15.6% | -1.0% | -14.6% | -11.5% |
| YTD | -41.3% | +0.4% | -41.7% | -41.6% |
| 1Y | -39.3% | +1.4% | -40.7% | -41.9% |
| 3Y | +803.2% | +24.9% | +778.3% | +322.2% |
| 5Y | +313.2% | +19.3% | +293.9% | +206.2% |
| All | +313.2% | +18.8% | +294.3% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling