+1,581.2%
HWM vs APTV
-15.7%
+1,596.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.5% |
| 7D | -8.0% | -1.2% | -6.9% | -7.5% |
| 30D | -18.0% | -10.6% | -7.4% | -14.3% |
| 3M | -9.5% | -35.0% | +25.5% | +5.7% |
| 6M | -8.4% | -38.9% | +30.5% | +7.9% |
| YTD | +13.6% | -41.5% | +55.1% | +35.2% |
| 1Y | +30.2% | -45.8% | +76.1% | +59.4% |
| 3Y | +392.2% | -55.7% | +447.9% | +519.9% |
| 5Y | +645.2% | -70.1% | +715.3% | +979.7% |
| All | +1,581.2% | -15.7% | +1,596.9% | +1,535.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling