+563.1%
HPE vs APTV
-16.1%
+579.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.6% |
| 7D | +19.4% | -5.0% | +24.4% | +21.4% |
| 30D | +5.6% | -6.1% | +11.7% | +7.7% |
| 3M | +33.1% | -33.0% | +66.0% | +53.5% |
| 6M | +192.5% | -35.2% | +227.7% | +241.3% |
| YTD | +160.9% | -40.1% | +201.1% | +213.2% |
| 1Y | +155.0% | -45.6% | +200.6% | +217.5% |
| 3Y | +289.4% | -54.4% | +343.8% | +399.0% |
| 5Y | +395.7% | -68.9% | +464.6% | +611.0% |
| All | +563.1% | -16.1% | +579.2% | +573.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling