+635.0%
HLT vs APTV
+2.3%
+632.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.0% |
| 30D | -2.6% | -7.9% | +5.3% | +0.3% |
| 3M | -9.4% | -29.9% | +20.5% | +2.5% |
| 6M | +2.7% | -36.6% | +39.3% | +19.0% |
| YTD | +6.8% | -40.0% | +46.7% | +25.6% |
| 1Y | +12.4% | -44.0% | +56.4% | +35.6% |
| 3Y | +100.2% | -54.5% | +154.7% | +150.7% |
| 5Y | +143.7% | -68.8% | +212.5% | +246.0% |
| 10Y | +584.9% | -16.9% | +601.8% | +470.5% |
| All | +635.0% | +2.3% | +632.7% | +483.6% |
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 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