+247.2%
HD vs APTV
-25.9%
+273.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +5.2% | -4.3% | +9.5% | +6.6% |
| 30D | +20.7% | -9.7% | +30.4% | +24.4% |
| 3M | +0.8% | -20.6% | +21.4% | +7.7% |
| 6M | +12.2% | -31.7% | +43.9% | +23.3% |
| YTD | +4.2% | -48.0% | +52.2% | +23.5% |
| 1Y | -2.6% | -52.1% | +49.5% | +18.2% |
| 3Y | +30.0% | -47.9% | +77.9% | +48.2% |
| 5Y | +8.1% | -76.9% | +85.0% | +54.0% |
| 10Y | +247.2% | -26.7% | +273.9% | +237.1% |
| All | +247.2% | -25.9% | +273.1% | +237.1% |
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