+153.5%
HYG vs APH
+4,409.5%
-4,255.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -0.2% | +5.0% | -5.1% | -1.1% |
| 30D | +0.1% | -3.9% | +4.0% | +0.7% |
| 3M | +0.7% | +13.0% | -12.3% | -2.0% |
| 6M | +1.5% | +25.2% | -23.7% | -3.6% |
| YTD | +2.2% | +22.9% | -20.8% | -3.3% |
| 1Y | +3.9% | +47.8% | -43.9% | -5.5% |
| 3Y | +26.0% | +283.0% | -257.0% | -7.2% |
| 5Y | +19.2% | +349.7% | -330.5% | -15.8% |
| 10Y | +54.8% | +1,061.2% | -1,006.4% | -11.5% |
| All | +153.5% | +4,409.5% | -4,255.9% | +5.1% |
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