-54.2%
APTV vs USHY
+27.0%
-81.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +4.3% |
| 7D | -1.8% | -0.7% | -1.1% | +0.7% |
| 30D | -7.9% | -0.5% | -7.4% | -6.3% |
| 3M | -29.9% | +0.5% | -30.4% | -31.2% |
| 6M | -36.6% | +1.5% | -38.1% | -39.6% |
| YTD | -40.0% | +1.7% | -41.7% | -43.2% |
| 1Y | -44.0% | +3.5% | -47.6% | -50.0% |
| All | -54.2% | +27.0% | -81.2% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling