+7.4%
HD vs APTV
-69.4%
+76.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.1% |
| 7D | -1.2% | +2.0% | -3.1% | -1.7% |
| 30D | -11.1% | -7.7% | -3.4% | -9.4% |
| 3M | +2.0% | -34.0% | +36.0% | +12.7% |
| 6M | -10.5% | -37.1% | +26.6% | -0.7% |
| YTD | -6.9% | -39.9% | +33.0% | +4.3% |
| 1Y | -23.2% | -44.4% | +21.3% | -12.3% |
| 3Y | +3.1% | -54.5% | +57.6% | +21.0% |
| 5Y | +7.4% | -69.1% | +76.5% | +41.6% |
| All | +7.4% | -69.4% | +76.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling