-20.0%
APTV vs HAS
+53.3%
-73.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.5% |
| 7D | +2.0% | -3.1% | +5.1% | +3.6% |
| 30D | -7.7% | -2.7% | -5.0% | -6.5% |
| 3M | -34.0% | +8.9% | -42.9% | -36.9% |
| 6M | -37.1% | -2.9% | -34.2% | -36.8% |
| YTD | -39.9% | +12.6% | -52.5% | -43.9% |
| 1Y | -44.4% | +17.5% | -61.9% | -49.3% |
| 3Y | -54.5% | +46.2% | -100.7% | -63.6% |
| 5Y | -69.1% | +12.6% | -81.7% | -72.2% |
| 10Y | -20.0% | +55.7% | -75.7% | -38.8% |
| All | -20.0% | +53.3% | -73.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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