+155.0%
HPE vs APTV
-44.8%
+199.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.6% |
| 7D | +19.4% | -5.0% | +24.4% | +21.3% |
| 30D | +5.6% | -6.1% | +11.7% | +7.6% |
| 3M | +33.1% | -33.0% | +66.0% | +56.9% |
| 6M | +192.5% | -35.2% | +227.7% | +248.1% |
| YTD | +160.9% | -40.1% | +201.1% | +218.3% |
| 1Y | +155.0% | -45.6% | +200.6% | +220.0% |
| All | +155.0% | -44.8% | +199.8% | +220.0% |
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