+55.2%
HYG vs APD
+166.7%
-111.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | -0.7% | -4.2% | +3.4% | -0.1% |
| 3M | -0.2% | +5.4% | -5.6% | -1.2% |
| 6M | +1.4% | +6.3% | -4.8% | +0.2% |
| YTD | +1.5% | +20.3% | -18.9% | -1.9% |
| 1Y | +2.9% | +1.6% | +1.3% | +2.1% |
| 3Y | +25.6% | +4.0% | +21.6% | +22.7% |
| 5Y | +18.6% | +23.3% | -4.8% | +10.5% |
| All | +55.2% | +166.7% | -111.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling