-18.4%
APTV vs HIG
+313.7%
-332.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -5.0% | -1.5% | -3.6% | -4.1% |
| 30D | -6.1% | -0.4% | -5.7% | -5.9% |
| 3M | -33.0% | +6.7% | -39.7% | -36.3% |
| 6M | -35.2% | +2.0% | -37.2% | -37.0% |
| YTD | -40.1% | +0.3% | -40.4% | -41.2% |
| 1Y | -45.6% | +4.2% | -49.8% | -48.2% |
| 3Y | -54.4% | +102.2% | -156.6% | -73.5% |
| 5Y | -68.9% | +118.5% | -187.4% | -82.9% |
| All | -18.4% | +313.7% | -332.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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