+1,112.2%
HD vs APTV
+194.6%
+917.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | 0.0% |
| 7D | -2.1% | +4.8% | -6.9% | -3.4% |
| 30D | -8.4% | +2.0% | -10.4% | -9.1% |
| 3M | +4.3% | -34.2% | +38.6% | +16.9% |
| 6M | -11.1% | -34.7% | +23.5% | -1.1% |
| YTD | -4.7% | -37.0% | +32.3% | +6.9% |
| 1Y | -19.8% | -40.4% | +20.6% | -8.8% |
| 3Y | +4.1% | -54.1% | +58.2% | +23.7% |
| 5Y | +10.3% | -68.0% | +78.3% | +41.5% |
| 10Y | +203.2% | -15.5% | +218.7% | +160.2% |
| All | +1,112.2% | +194.6% | +917.6% | +621.5% |
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