+238.2%
HL vs APTV
-69.7%
+307.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.6% | -4.8% |
| 7D | -5.6% | -1.8% | -3.8% | -5.2% |
| 30D | +12.7% | -7.9% | +20.7% | +15.4% |
| 3M | +42.5% | -29.9% | +72.4% | +57.7% |
| 6M | -9.0% | -36.6% | +27.6% | +3.2% |
| YTD | +4.4% | -40.0% | +44.3% | +20.1% |
| 1Y | +82.7% | -44.0% | +126.7% | +114.5% |
| 3Y | +406.3% | -54.5% | +460.8% | +522.6% |
| 5Y | +238.2% | -68.8% | +307.0% | +288.8% |
| All | +238.2% | -69.7% | +307.8% | +288.8% |
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