-55.4%
APTV vs HIG
+101.4%
-156.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.9% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -10.6% | -2.8% | -7.8% | -9.9% |
| 3M | -35.0% | +6.3% | -41.4% | -36.5% |
| 6M | -38.9% | -0.1% | -38.8% | -39.0% |
| YTD | -41.5% | +0.4% | -41.9% | -41.8% |
| 1Y | -45.8% | +6.2% | -52.1% | -47.4% |
| All | -55.4% | +101.4% | -156.8% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling