-46.5%
APTV vs HRB
+16.9%
-63.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.3% | +4.6% |
| 7D | -1.9% | +16.0% | -17.9% | -2.0% |
| 30D | -1.4% | +32.1% | -33.5% | -1.5% |
| 3M | -9.3% | +21.5% | -30.8% | -9.5% |
| 6M | -27.3% | +82.1% | -109.4% | -28.9% |
| YTD | -43.1% | +31.6% | -74.8% | -41.2% |
| 1Y | -46.5% | +15.9% | -62.4% | -43.5% |
| All | -46.5% | +16.9% | -63.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling