-25.1%
APTV vs HAS
+106.1%
-131.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | -9.8% | +2.2% | -11.9% | -10.6% |
| 30D | -8.9% | +29.6% | -38.5% | -20.0% |
| 3M | -19.5% | +30.3% | -49.7% | -29.6% |
| 6M | -31.1% | +25.6% | -56.7% | -39.2% |
| YTD | -47.5% | +50.8% | -98.4% | -57.7% |
| 1Y | -52.3% | +63.0% | -115.3% | -63.0% |
| 3Y | -45.2% | +211.6% | -256.8% | -69.5% |
| 5Y | -76.9% | +50.4% | -127.3% | -81.9% |
| 10Y | -25.1% | +101.9% | -127.0% | -50.6% |
| All | -25.1% | +106.1% | -131.2% | -50.6% |
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