+442.4%
HWM vs APTV
-52.5%
+494.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -1.0% |
| 7D | -2.1% | +4.8% | -6.9% | -2.8% |
| 30D | -11.0% | +2.0% | -13.0% | -11.3% |
| 3M | +4.0% | -34.2% | +38.3% | +11.2% |
| 6M | -0.2% | -34.7% | +34.4% | +6.0% |
| YTD | +26.7% | -37.0% | +63.6% | +35.0% |
| 1Y | +44.7% | -40.4% | +85.1% | +55.8% |
| All | +442.4% | -52.5% | +494.8% | +466.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling