+188.9%
HST vs APTV
+194.6%
-5.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.0% |
| 7D | -1.0% | +4.8% | -5.8% | -3.0% |
| 30D | -12.3% | +2.0% | -14.3% | -13.3% |
| 3M | -6.4% | -34.2% | +27.9% | +10.0% |
| 6M | +15.0% | -34.7% | +49.7% | +33.3% |
| YTD | +30.5% | -37.0% | +67.5% | +53.0% |
| 1Y | +35.7% | -40.4% | +76.1% | +62.4% |
| 3Y | +68.4% | -54.1% | +122.5% | +116.1% |
| 5Y | +73.1% | -68.0% | +141.1% | +150.5% |
| 10Y | +92.7% | -15.5% | +108.3% | +61.9% |
| All | +188.9% | +194.6% | -5.6% | +19.1% |
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