-68.8%
APTV vs HIG
+118.8%
-187.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -1.8% | -2.3% | +0.5% | -0.5% |
| 30D | -7.9% | -1.2% | -6.7% | -7.3% |
| 3M | -29.9% | +6.3% | -36.2% | -32.9% |
| 6M | -36.6% | +0.6% | -37.2% | -37.5% |
| YTD | -40.0% | +0.6% | -40.6% | -40.9% |
| 1Y | -44.0% | +6.1% | -50.1% | -47.0% |
| 3Y | -54.5% | +102.0% | -156.5% | -74.7% |
| 5Y | -68.8% | +119.2% | -188.0% | -84.3% |
| All | -68.8% | +118.8% | -187.6% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling