-69.6%
APTV vs HRB
+111.1%
-180.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.4% |
| 7D | -1.2% | -10.6% | +9.5% | +0.9% |
| 30D | -10.6% | -0.8% | -9.8% | -11.0% |
| 3M | -35.0% | +19.1% | -54.1% | -37.9% |
| 6M | -38.9% | +48.7% | -87.6% | -45.2% |
| YTD | -41.5% | +7.1% | -48.6% | -42.9% |
| 1Y | -45.8% | -8.3% | -37.5% | -44.9% |
| 3Y | -55.7% | +25.8% | -81.5% | -61.2% |
| All | -69.6% | +111.1% | -180.7% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling