+265.7%
HL vs APTV
+180.9%
+84.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | +0.6% |
| 7D | +7.1% | +2.0% | +5.1% | +6.3% |
| 30D | +21.4% | -7.7% | +29.2% | +24.7% |
| 3M | +37.4% | -34.0% | +71.4% | +57.2% |
| 6M | +0.4% | -37.1% | +37.5% | +15.6% |
| YTD | +6.7% | -39.9% | +46.6% | +24.4% |
| 1Y | +102.4% | -44.4% | +146.8% | +142.0% |
| 3Y | +417.4% | -54.5% | +471.9% | +541.3% |
| 5Y | +243.3% | -69.1% | +312.4% | +368.3% |
| 10Y | +242.6% | -20.0% | +262.6% | +213.6% |
| All | +265.7% | +180.9% | +84.7% | +22.8% |
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 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