+193.5%
APTV vs HBM
+190.0%
+3.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +4.8% | -6.4% | +11.2% | +6.4% |
| 30D | +2.0% | +5.9% | -3.9% | +0.4% |
| 3M | -34.2% | -8.9% | -25.3% | -33.7% |
| 6M | -34.7% | +10.7% | -45.3% | -37.7% |
| YTD | -37.0% | +38.3% | -75.2% | -43.6% |
| 1Y | -40.4% | +121.3% | -161.7% | -52.8% |
| 3Y | -54.1% | +450.6% | -504.7% | -72.0% |
| 5Y | -68.0% | +338.0% | -406.0% | -80.4% |
| 10Y | -15.5% | +578.6% | -594.1% | -59.4% |
| All | +193.5% | +190.0% | +3.4% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling