+84.2%
HST vs APTV
-76.9%
+161.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +0.6% | -4.3% | +4.9% | +2.2% |
| 30D | +14.5% | -9.7% | +24.1% | +18.6% |
| 3M | +15.4% | -20.6% | +36.0% | +24.9% |
| 6M | +22.0% | -31.7% | +53.7% | +36.6% |
| YTD | +54.9% | -48.0% | +102.9% | +91.5% |
| 1Y | +54.0% | -52.1% | +106.0% | +96.7% |
| 3Y | +90.4% | -47.9% | +138.3% | +124.7% |
| 5Y | +84.2% | -76.9% | +161.1% | +203.5% |
| All | +84.2% | -76.9% | +161.1% | +203.5% |
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