+148.8%
HYG vs APH
+4,168.2%
-4,019.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -0.4% | +4.9% | -5.3% | -1.3% |
| 30D | +0.7% | -5.4% | +6.1% | +1.3% |
| 3M | -2.1% | -5.5% | +3.4% | -1.7% |
| 6M | -0.8% | +25.9% | -26.7% | -6.0% |
| YTD | +0.3% | +16.4% | -16.1% | -4.7% |
| 1Y | +1.8% | +16.5% | -14.7% | -3.5% |
| 3Y | +24.1% | +270.9% | -246.7% | -8.5% |
| 5Y | +17.7% | +289.5% | -271.8% | -14.9% |
| 10Y | +56.8% | +930.0% | -873.2% | -8.8% |
| All | +148.8% | +4,168.2% | -4,019.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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