-40.4%
APTV vs HBM
+123.0%
-163.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +4.8% | -6.4% | +11.2% | +5.9% |
| 30D | +2.0% | +5.9% | -3.9% | +0.9% |
| 3M | -34.2% | -8.9% | -25.3% | -33.5% |
| 6M | -34.7% | +10.7% | -45.3% | -36.2% |
| YTD | -37.0% | +38.3% | -75.2% | -40.3% |
| 1Y | -40.4% | +121.3% | -161.7% | -44.7% |
| All | -40.4% | +123.0% | -163.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling