+246.3%
HPE vs APTV
-55.3%
+301.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.9% | -7.2% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | +1.5% | -7.9% | +9.5% | +4.2% |
| 3M | +21.7% | -29.9% | +51.7% | +37.7% |
| 6M | +164.2% | -36.6% | +200.7% | +210.4% |
| YTD | +132.1% | -40.0% | +172.0% | +177.5% |
| 1Y | +130.6% | -44.0% | +174.7% | +182.8% |
| All | +246.3% | -55.3% | +301.6% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling