+1,196.9%
HD vs APTV
+142.3%
+1,054.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.6% | -0.8% |
| 7D | +4.3% | -10.2% | +14.6% | +7.7% |
| 30D | +20.2% | -10.8% | +31.0% | +24.3% |
| 3M | -1.0% | -14.8% | +13.8% | +3.5% |
| 6M | +7.9% | -30.6% | +38.5% | +18.0% |
| YTD | +2.0% | -48.2% | +50.2% | +21.0% |
| 1Y | -4.3% | -52.0% | +47.7% | +16.1% |
| 3Y | +25.9% | -47.0% | +73.0% | +42.8% |
| 5Y | +5.8% | -77.5% | +83.3% | +51.3% |
| 10Y | +262.5% | -27.0% | +289.5% | +224.6% |
| All | +1,196.9% | +142.3% | +1,054.6% | +716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling