+242.8%
HST vs APTV
+143.1%
+99.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +0.6% | -4.3% | +4.9% | +2.4% |
| 30D | +14.5% | -9.7% | +24.1% | +19.2% |
| 3M | +15.4% | -20.6% | +36.0% | +26.2% |
| 6M | +22.0% | -31.7% | +53.7% | +38.8% |
| YTD | +54.9% | -48.0% | +102.9% | +95.9% |
| 1Y | +54.0% | -52.1% | +106.0% | +101.6% |
| 3Y | +90.4% | -47.9% | +138.3% | +129.8% |
| 5Y | +84.2% | -76.9% | +161.1% | +206.4% |
| 10Y | +144.6% | -26.7% | +171.3% | +117.4% |
| All | +242.8% | +143.1% | +99.7% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling