+193.5%
APTV vs HRB
+452.5%
-259.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.0% | +4.3% |
| 7D | +4.8% | -5.7% | +10.5% | +6.7% |
| 30D | +2.0% | +7.9% | -5.9% | -1.3% |
| 3M | -34.2% | +32.1% | -66.4% | -41.0% |
| 6M | -34.7% | +62.2% | -96.9% | -46.3% |
| YTD | -37.0% | +16.4% | -53.4% | -42.1% |
| 1Y | -40.4% | -0.3% | -40.1% | -42.4% |
| 3Y | -54.1% | +36.0% | -90.1% | -61.8% |
| 5Y | -68.0% | +125.2% | -193.2% | -78.6% |
| 10Y | -15.5% | +237.7% | -253.2% | -55.0% |
| All | +193.5% | +452.5% | -259.0% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling