+73.9%
HST vs APTV
-69.9%
+143.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.8% |
| 7D | -0.3% | -1.2% | +0.8% | 0.0% |
| 30D | -2.8% | -10.6% | +7.9% | +1.1% |
| 3M | -6.5% | -35.0% | +28.5% | +8.4% |
| 6M | +20.7% | -38.9% | +59.6% | +41.4% |
| YTD | +30.5% | -41.5% | +72.0% | +54.9% |
| 1Y | +36.8% | -45.8% | +82.6% | +67.0% |
| 3Y | +65.9% | -55.7% | +121.6% | +112.0% |
| 5Y | +73.9% | -70.1% | +144.0% | +152.4% |
| All | +73.9% | -69.9% | +143.8% | +152.4% |
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