+39.7%
HPQ vs APTV
-70.4%
+110.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.9% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | +9.7% | -10.6% | +20.4% | +14.1% |
| 3M | +32.7% | -35.0% | +67.7% | +53.2% |
| 6M | +77.7% | -38.9% | +116.6% | +107.0% |
| YTD | +51.0% | -41.5% | +92.5% | +78.1% |
| 1Y | +18.4% | -45.8% | +64.2% | +43.9% |
| 3Y | +25.6% | -55.7% | +81.3% | +58.5% |
| All | +39.7% | -70.4% | +110.1% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling