+138.4%
HLT vs APTV
-69.3%
+207.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -5.0% | +3.4% | 0.0% |
| 30D | -5.0% | -6.1% | +1.0% | -3.2% |
| 3M | -10.4% | -33.0% | +22.6% | +1.1% |
| 6M | +3.2% | -35.2% | +38.5% | +16.3% |
| YTD | +6.7% | -40.1% | +46.9% | +23.0% |
| 1Y | +10.3% | -45.6% | +55.9% | +31.3% |
| 3Y | +99.3% | -54.4% | +153.7% | +145.7% |
| All | +138.4% | -69.3% | +207.7% | +238.6% |
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