+66.1%
HST vs APTV
-54.7%
+120.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.4% |
| 7D | +2.0% | +2.0% | 0.0% | +1.3% |
| 30D | -5.2% | -7.7% | +2.5% | -3.1% |
| 3M | -6.2% | -34.0% | +27.8% | +5.4% |
| 6M | +20.4% | -37.1% | +57.5% | +36.3% |
| YTD | +30.6% | -39.9% | +70.5% | +49.7% |
| 1Y | +37.4% | -44.4% | +81.8% | +61.3% |
| 3Y | +66.1% | -54.5% | +120.6% | +102.3% |
| All | +66.1% | -54.7% | +120.8% | +102.3% |
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