-69.3%
APTV vs USHY
+20.9%
-90.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -5.0% | -0.7% | -4.3% | -3.2% |
| 30D | -6.1% | -0.7% | -5.4% | -4.3% |
| 3M | -33.0% | +0.1% | -33.0% | -33.2% |
| 6M | -35.2% | +1.8% | -37.0% | -38.3% |
| YTD | -40.1% | +1.8% | -41.9% | -42.8% |
| 1Y | -45.6% | +3.3% | -48.9% | -50.1% |
| 3Y | -54.4% | +27.0% | -81.3% | -75.1% |
| All | -69.3% | +20.9% | -90.2% | -78.4% |
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