+179.9%
APTV vs HIG
+947.4%
-767.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -3.4% |
| 7D | +2.0% | -1.1% | +3.0% | +2.7% |
| 30D | -7.7% | -4.9% | -2.8% | -4.9% |
| 3M | -34.0% | +6.8% | -40.8% | -37.1% |
| 6M | -37.1% | -1.7% | -35.4% | -37.3% |
| YTD | -39.9% | -0.2% | -39.7% | -40.7% |
| 1Y | -44.4% | +5.7% | -50.1% | -47.4% |
| 3Y | -54.5% | +100.3% | -154.8% | -72.2% |
| 5Y | -69.1% | +118.5% | -187.6% | -82.2% |
| 10Y | -20.0% | +309.7% | -329.7% | -70.4% |
| All | +179.9% | +947.4% | -767.5% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling