+153.0%
HYG vs APA
-13.1%
+166.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -0.1% | +9.3% | -9.4% | -0.9% |
| 3M | +0.7% | +23.3% | -22.7% | -1.3% |
| 6M | +1.5% | +39.5% | -38.0% | -2.0% |
| YTD | +1.9% | +87.6% | -85.7% | -4.3% |
| 1Y | +3.7% | +114.2% | -110.5% | -4.1% |
| 3Y | +26.5% | +13.6% | +12.9% | +21.9% |
| 5Y | +19.0% | +175.6% | -156.6% | +2.5% |
| 10Y | +56.5% | -2.6% | +59.1% | +36.2% |
| All | +153.0% | -13.1% | +166.1% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 all: compounded portfolio wealth divided by compounded APA 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…
all analysis · Full analysis span regression · 6 months rolling