+45.9%
HLT vs APTV
-46.4%
+92.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.2% | +2.8% |
| 7D | +7.7% | -1.9% | +9.6% | +7.9% |
| 30D | +19.1% | -1.4% | +20.5% | +19.3% |
| 3M | +20.7% | -9.3% | +30.1% | +22.1% |
| 6M | +21.0% | -27.3% | +48.4% | +24.2% |
| YTD | +31.3% | -43.1% | +74.4% | +40.6% |
| 1Y | +45.9% | -46.5% | +92.4% | +60.5% |
| All | +45.9% | -46.4% | +92.2% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling