-77.5%
APTV vs HIG
+110.6%
-188.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -1.7% | +2.6% | -4.4% | -3.2% |
| 30D | -11.6% | +4.2% | -15.8% | -13.7% |
| 3M | -21.2% | +0.2% | -21.4% | -21.5% |
| 6M | -28.5% | +4.6% | -33.1% | -31.3% |
| YTD | -49.1% | +1.1% | -50.2% | -50.1% |
| 1Y | -52.2% | +4.7% | -56.9% | -54.3% |
| 3Y | -48.6% | +95.5% | -144.1% | -71.0% |
| All | -77.5% | +110.6% | -188.1% | -88.6% |
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