-15.4%
APP vs USHY
-0.9%
-14.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +1.7% |
| 7D | +48.9% | -0.2% | +49.2% | +50.0% |
| 30D | +49.4% | -0.1% | +49.5% | +49.2% |
| 3M | +27.0% | -1.7% | +28.7% | +36.8% |
| 6M | -15.4% | -0.6% | -14.7% | -10.7% |
| All | -15.4% | -0.9% | -14.5% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling