+116.4%
HPE vs APTV
-46.4%
+162.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.6% | -10.3% | -7.0% |
| 7D | -17.0% | -1.9% | -15.1% | -16.7% |
| 30D | -26.7% | -1.4% | -25.3% | -26.6% |
| 3M | -4.1% | -9.3% | +5.2% | -1.9% |
| 6M | +75.4% | -27.3% | +102.8% | +99.8% |
| YTD | +111.0% | -43.1% | +154.2% | +160.8% |
| 1Y | +116.4% | -46.5% | +162.9% | +176.7% |
| All | +116.4% | -46.4% | +162.8% | +176.7% |
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