+248.6%
HD vs APTV
-27.4%
+275.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | -1.7% | +3.3% | +2.1% |
| 30D | +18.0% | -11.6% | +29.6% | +22.3% |
| 3M | +2.8% | -21.2% | +24.0% | +10.1% |
| 6M | +17.0% | -28.5% | +45.5% | +26.8% |
| YTD | +3.5% | -49.1% | +52.6% | +23.5% |
| 1Y | -2.6% | -52.2% | +49.6% | +18.3% |
| 3Y | +30.7% | -48.6% | +79.4% | +49.7% |
| 5Y | +6.2% | -77.3% | +83.5% | +52.1% |
| All | +248.6% | -27.4% | +275.9% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling