+358.8%
APP vs USHY
+21.9%
+337.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | -10.0% | 0.0% | -10.0% | -10.0% |
| 3M | -44.6% | +1.2% | -45.8% | -47.0% |
| 6M | -37.9% | +2.6% | -40.5% | -43.8% |
| YTD | -53.7% | +2.4% | -56.1% | -57.7% |
| 1Y | -43.0% | +4.2% | -47.2% | -51.1% |
| 3Y | +640.8% | +28.0% | +612.7% | +214.1% |
| 5Y | +358.8% | +21.8% | +337.0% | +217.9% |
| All | +358.8% | +21.9% | +337.0% | +217.9% |
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