+172.4%
APTV vs XHB
+583.0%
-410.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.4% |
| 7D | -1.2% | -1.9% | +0.8% | +0.6% |
| 30D | -10.6% | -8.3% | -2.3% | -3.6% |
| 3M | -35.0% | -7.1% | -27.9% | -31.4% |
| 6M | -38.9% | -5.3% | -33.6% | -36.9% |
| YTD | -41.5% | -3.2% | -38.3% | -40.7% |
| 1Y | -45.8% | -13.9% | -32.0% | -39.3% |
| 3Y | -55.7% | +24.9% | -80.6% | -65.4% |
| 5Y | -70.1% | +34.5% | -104.6% | -78.2% |
| 10Y | -19.1% | +215.5% | -234.5% | -70.8% |
| All | +172.4% | +583.0% | -410.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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